-24.5%
MDB vs EFX
-35.1%
+10.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -1.3% |
| 7D | -18.0% | -7.8% | -10.2% | -13.1% |
| 30D | -10.7% | -5.7% | -5.0% | -7.1% |
| 3M | +1.0% | +2.5% | -1.5% | -2.6% |
| 6M | +31.6% | -16.7% | +48.3% | +47.3% |
| YTD | -15.2% | -20.2% | +5.0% | -2.7% |
| 1Y | +10.1% | -31.4% | +41.5% | +39.1% |
| 3Y | -5.6% | -10.5% | +4.9% | -17.7% |
| 5Y | -24.5% | -35.2% | +10.7% | +0.5% |
| All | -24.5% | -35.1% | +10.5% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling