Objectives were to evaluate the associations between residual dry matter (DM) intake (RFI) and residual N intake (RNI) in early lactation, from 1 to 5 wk postpartum, and in mid lactation, from 9 to 15 wk postpartum, and assess production performance and risk of diseases in cows according to RFI in mid lactation. Data from 4 experiments including 399 Holsteins cows were used in this study. Intakes of DM and N, yields of milk components, body weight, and body condition were evaluated daily or weekly for the first 105 d postpartum. Milk yield by 305 d postpartum was also measured. Incidence of disease was evaluated for the first 90 d postpartum and survival up to 300 d postpartum. Residual DM and N intake were calculated in early and mid lactation as the observed minus the predicted values, which were based on linear models that accounted for major energy or N sinks, including daily milk energy or N output, metabolic body weight, and daily body energy or N changes, and adjusting for parity, season of calving, and treatment within experiment. Cows were ranked by RFI and RNI in mid lactation and categorized into quartiles (Q1 = smallest RFI, to Q4 = largest RFI). Increasing efficiency in mid lactation resulted in linear decreases in RFI (depicted from Q1 to Q4; -0.93, -0.05, -0.04, and 0.98 kg/d), DMI (16.0, 16.9, 17.3, and 18.4 kg/d), net energy for lactation (NEL) intake (26.8, 28.4, 29.0, and 30.8 Mcal/d), and NEL balance (-9.0, -8.1, -8.2, and -5.5 Mcal/d) during early lactation, but no differences were observed in body NEL or N changes or yield of energy-corrected milk in the first 5 wk of lactation. Residual DM intake in mid lactation was associated with RFI (Pearson r = 0.43, and Spearman ρ = 0.32) and RNI (r = 0.44, ρ = 0.36) in early lactation, and with RNI in mid lactation (r = 0.91, ρ = 0.84). Similarly, RNI in mid lactation was associated with RNI in early lactation (r = 0.42, ρ = 0.35). During the first 15 wk postpartum, more efficient cows in mid lactation consumed 3.5 kg/d less DM (Q1 = 19.3 vs. Q4 = 22.8 kg/d) and were more N efficient (Q1 = 31.6 vs. Q4 = 25.8%), at the same time that yields of milk (Q1 = 39.0 vs. Q4 = 39.4 kg/d), energy-corrected milk (Q1 = 38.6 vs. Q4 = 39.3 kg/d), and milk components did not differ compared with the quartile of least efficient cows. Furthermore, RFI in mid lactation was not associated with 305-d milk yield, incidence of diseases in the first 90 d postpartum, or survival by 300 d postpartum. Collectively, rankings of RFI and RNI are associated and repeatable across lactation stages. The most feed-efficient cows were also more N efficient in early and mid lactation. Phenotypic selection of RFI based on measurements in mid lactation is associated with improved efficiency without affecting production or health in dairy cows.