-6.7%
EFX vs MDY
+17.5%
-24.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | +9.2% | +1.7% | +7.5% | +8.0% |
| 30D | +34.8% | +1.2% | +33.6% | +33.6% |
| 3M | +8.8% | -3.5% | +12.3% | +10.7% |
| 6M | +12.3% | +3.5% | +8.8% | +8.3% |
| YTD | -10.6% | +13.6% | -24.2% | -18.8% |
| 1Y | -6.7% | +17.1% | -23.8% | -17.2% |
| All | -6.7% | +17.5% | -24.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling