+173.8%
MDT vs EFV
+256.4%
-82.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +0.4% | +1.0% | -0.6% | -0.2% |
| 30D | +6.0% | +0.2% | +5.8% | +5.9% |
| 3M | +15.5% | +9.6% | +5.9% | +9.6% |
| 6M | +3.4% | +14.0% | -10.6% | -4.2% |
| YTD | -2.2% | +18.5% | -20.6% | -11.5% |
| 1Y | +2.6% | +27.9% | -25.3% | -11.2% |
| 3Y | +27.5% | +92.4% | -64.9% | -13.1% |
| 5Y | -20.1% | +97.2% | -117.2% | -46.6% |
| 10Y | +39.1% | +163.0% | -123.9% | -21.1% |
| All | +173.8% | +256.4% | -82.6% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling