+39.7%
EFX vs MDY
+177.2%
-137.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.1% |
| 7D | -4.5% | -1.9% | -2.7% | -3.1% |
| 30D | -6.1% | -4.6% | -1.4% | -2.4% |
| 3M | +6.2% | -1.2% | +7.4% | +7.0% |
| 6M | -11.2% | +9.2% | -20.4% | -17.9% |
| YTD | -21.4% | +13.1% | -34.5% | -29.4% |
| 1Y | -34.3% | +13.0% | -47.3% | -41.0% |
| 3Y | -12.5% | +49.2% | -61.7% | -37.0% |
| 5Y | -35.6% | +47.2% | -82.8% | -52.7% |
| All | +39.7% | +177.2% | -137.5% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling