+23.3%
MDT vs RDW
+241.5%
-218.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -3.4% | +0.9% | -4.3% | -3.4% |
| 30D | +0.2% | -21.3% | +21.5% | +0.5% |
| 3M | +14.3% | -37.9% | +52.1% | +15.1% |
| 6M | +4.0% | +12.3% | -8.3% | +2.8% |
| YTD | -3.7% | +39.7% | -43.4% | -5.7% |
| 1Y | -0.4% | +25.7% | -26.0% | -2.5% |
| 3Y | +23.3% | +230.8% | -207.5% | +9.8% |
| All | +23.3% | +241.5% | -218.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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