-11.9%
MDB vs EFX
+4.3%
-16.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -14.0% | +29.1% | -43.1% | -24.2% |
| 3M | -20.3% | +4.3% | -24.6% | -22.7% |
| 6M | +10.9% | +7.7% | +3.1% | +5.4% |
| YTD | -20.9% | -12.5% | -8.4% | -18.4% |
| 1Y | -11.2% | -8.8% | -2.4% | -9.9% |
| 3Y | -11.9% | +4.3% | -16.3% | -32.0% |
| All | -11.9% | +4.3% | -16.3% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling