+1,049.8%
MDB vs EFX
+74.2%
+975.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -0.2% |
| 7D | -17.4% | -8.6% | -8.8% | -12.8% |
| 30D | -2.0% | +0.1% | -2.1% | -2.1% |
| 3M | -3.0% | +3.8% | -6.9% | -6.6% |
| 6M | +48.7% | -13.5% | +62.2% | +60.2% |
| YTD | -12.1% | -17.7% | +5.5% | -2.9% |
| 1Y | +14.5% | -25.6% | +40.1% | +32.7% |
| 3Y | -6.1% | -12.1% | +5.9% | -8.6% |
| 5Y | -27.3% | -33.8% | +6.5% | -15.8% |
| All | +1,049.8% | +74.2% | +975.6% | +759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling