+7,830.4%
MDT vs EFX
+6,208.7%
+1,621.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.1% |
| 7D | +0.4% | -7.8% | +8.2% | +2.5% |
| 30D | +6.0% | -5.7% | +11.7% | +7.5% |
| 3M | +15.5% | +2.5% | +13.0% | +14.3% |
| 6M | +3.4% | -16.7% | +20.1% | +7.6% |
| YTD | -2.2% | -20.2% | +18.0% | +2.2% |
| 1Y | +2.6% | -31.4% | +34.0% | +11.4% |
| 3Y | +27.5% | -10.5% | +38.0% | +25.4% |
| 5Y | -20.1% | -35.2% | +15.2% | -16.1% |
| 10Y | +39.1% | +40.2% | -1.1% | +13.4% |
| All | +7,830.4% | +6,208.7% | +1,621.8% | +2,523.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling