+57.4%
MDT vs EFX
+4.8%
+52.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.7% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +9.2% | +25.1% | -16.0% | +4.5% |
| 3M | +14.5% | +1.7% | +12.8% | +13.6% |
| 6M | +37.3% | +18.4% | +18.9% | +32.6% |
| YTD | +9.8% | -12.5% | +22.3% | +10.8% |
| 1Y | +10.5% | -8.1% | +18.6% | +10.3% |
| 3Y | +57.4% | +4.8% | +52.6% | +59.8% |
| All | +57.4% | +4.8% | +52.6% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling