-18.3%
MDT vs EFX
-37.1%
+18.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -11.1% | +9.5% | +0.8% |
| 30D | +1.0% | -7.4% | +8.4% | +2.5% |
| 3M | +15.2% | +1.5% | +13.7% | +14.6% |
| 6M | +3.7% | -13.7% | +17.4% | +6.2% |
| YTD | -3.0% | -21.9% | +18.9% | +0.9% |
| 1Y | +2.5% | -30.8% | +33.3% | +9.3% |
| 3Y | +26.5% | -12.4% | +38.8% | +24.3% |
| 5Y | -18.3% | -35.9% | +17.6% | -16.9% |
| All | -18.3% | -37.1% | +18.8% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling