+586.8%
MDY vs EFV
+256.4%
+330.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +1.0% | +1.0% | +0.1% | +0.2% |
| 30D | -3.1% | +0.2% | -3.3% | -3.3% |
| 3M | +1.8% | +9.6% | -7.8% | -5.8% |
| 6M | +10.8% | +14.0% | -3.2% | -1.0% |
| YTD | +14.4% | +18.5% | -4.0% | -1.1% |
| 1Y | +15.2% | +27.9% | -12.7% | -6.6% |
| 3Y | +51.2% | +92.4% | -41.3% | -13.2% |
| 5Y | +47.2% | +97.2% | -49.9% | -17.0% |
| 10Y | +171.1% | +163.0% | +8.1% | +22.1% |
| All | +586.8% | +256.4% | +330.4% | +131.8% |
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