+19.9%
MDT vs RIG
+43.0%
-23.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.6% | +13.8% | +6.0% |
| 7D | +10.7% | -18.8% | +29.5% | +10.5% |
| 30D | +19.3% | -1.1% | +20.4% | +18.7% |
| 3M | +22.8% | +4.4% | +18.4% | +22.0% |
| 6M | +36.4% | -20.8% | +57.2% | +36.5% |
| YTD | +12.1% | +32.0% | -19.9% | +6.1% |
| 1Y | +19.9% | +39.7% | -19.8% | +12.2% |
| All | +19.9% | +43.0% | -23.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling