-18.3%
MDT vs EFV
+94.1%
-112.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.6% | -2.0% | +0.4% | -0.5% |
| 30D | +1.0% | -0.2% | +1.2% | +1.1% |
| 3M | +15.2% | +9.1% | +6.1% | +9.8% |
| 6M | +3.7% | +11.7% | -8.0% | -2.6% |
| YTD | -3.0% | +17.0% | -20.0% | -11.4% |
| 1Y | +2.5% | +26.7% | -24.2% | -10.6% |
| 3Y | +26.5% | +90.2% | -63.7% | -13.3% |
| 5Y | -18.3% | +96.1% | -114.4% | -45.8% |
| All | -18.3% | +94.1% | -112.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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