+8.2%
MDB vs EFX
-32.8%
+41.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +1.6% |
| 7D | -4.5% | -9.4% | +4.8% | -0.2% |
| 30D | -14.0% | -6.9% | -7.1% | -11.2% |
| 3M | +5.3% | +0.1% | +5.2% | +4.6% |
| 6M | +31.9% | -17.3% | +49.2% | +39.8% |
| YTD | -14.6% | -21.8% | +7.2% | -9.9% |
| 1Y | +8.2% | -32.5% | +40.8% | +10.3% |
| All | +8.2% | -32.8% | +41.0% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling