-35.9%
EFX vs MDY
+43.9%
-79.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.9% |
| 7D | -11.1% | -2.5% | -8.6% | -8.8% |
| 30D | -7.4% | -5.0% | -2.3% | -2.6% |
| 3M | +1.5% | +0.5% | +1.0% | +0.5% |
| 6M | -13.7% | +8.0% | -21.7% | -20.9% |
| YTD | -21.9% | +12.2% | -34.0% | -31.1% |
| 1Y | -30.8% | +14.0% | -44.8% | -40.1% |
| 3Y | -12.4% | +48.2% | -60.5% | -42.8% |
| 5Y | -35.9% | +46.1% | -82.0% | -57.6% |
| All | -35.9% | +43.9% | -79.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling