-1.6%
MDLN vs EFX
-10.9%
+9.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.4% | +16.0% | +17.9% |
| 7D | +24.7% | +9.2% | +15.5% | +22.9% |
| 30D | +12.7% | +34.8% | -22.1% | +7.3% |
| 3M | -4.0% | +8.8% | -12.9% | -5.6% |
| 6M | -8.7% | +12.3% | -21.0% | -10.6% |
| YTD | -3.9% | -10.6% | +6.7% | -7.9% |
| All | -1.6% | -10.9% | +9.3% | -5.9% |
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