+387.6%
EFA vs MDY
+886.4%
-498.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.3% |
| 7D | -0.5% | -0.8% | +0.3% | +0.2% |
| 30D | -1.3% | -3.9% | +2.5% | +1.8% |
| 3M | +5.2% | 0.0% | +5.2% | +5.2% |
| 6M | +9.4% | +8.5% | +0.8% | +2.5% |
| YTD | +12.7% | +13.2% | -0.5% | +2.1% |
| 1Y | +19.3% | +15.0% | +4.2% | +6.5% |
| 3Y | +66.3% | +49.6% | +16.8% | +18.0% |
| 5Y | +53.4% | +46.0% | +7.3% | +9.1% |
| 10Y | +144.4% | +176.4% | -31.9% | -3.6% |
| All | +387.6% | +886.4% | -498.8% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling