+1,017.5%
MDB vs EFX
+65.4%
+952.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +1.9% |
| 7D | -4.5% | -9.4% | +4.8% | +1.4% |
| 30D | -14.0% | -6.9% | -7.1% | -10.3% |
| 3M | +5.3% | +0.1% | +5.2% | +3.7% |
| 6M | +31.9% | -17.3% | +49.2% | +46.1% |
| YTD | -14.6% | -21.8% | +7.2% | -2.6% |
| 1Y | +8.2% | -32.5% | +40.8% | +33.5% |
| 3Y | -5.0% | -12.3% | +7.3% | -7.7% |
| 5Y | -24.5% | -36.6% | +12.1% | -10.1% |
| All | +1,017.5% | +65.4% | +952.1% | +761.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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