-12.5%
EFX vs MDY
+48.5%
-61.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.2% |
| 7D | -4.5% | -1.9% | -2.7% | -2.8% |
| 30D | -6.1% | -4.6% | -1.4% | -1.9% |
| 3M | +6.2% | -1.2% | +7.4% | +7.1% |
| 6M | -11.2% | +9.2% | -20.4% | -19.2% |
| YTD | -21.4% | +13.1% | -34.5% | -31.0% |
| 1Y | -34.3% | +13.0% | -47.3% | -42.4% |
| 3Y | -12.5% | +49.2% | -61.7% | -45.1% |
| All | -12.5% | +48.5% | -61.0% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling