+959.5%
MDB vs EFX
+83.7%
+875.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +11.6% | -3.6% | +15.2% | +13.9% |
| 30D | -8.9% | +25.3% | -34.2% | -22.0% |
| 3M | -22.4% | +3.8% | -26.2% | -25.6% |
| 6M | +10.1% | +12.7% | -2.7% | -0.7% |
| YTD | -19.0% | -13.1% | -5.9% | -15.0% |
| 1Y | -7.0% | -9.3% | +2.3% | -5.2% |
| 3Y | -9.8% | +3.5% | -13.4% | -22.6% |
| 5Y | -40.1% | -30.6% | -9.4% | -33.8% |
| All | +959.5% | +83.7% | +875.8% | +652.1% |
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