+38.0%
MDT vs RIG
-40.1%
+78.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | -1.6% | -4.2% | +2.6% | -1.3% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +15.2% | -4.0% | +19.2% | +15.3% |
| 6M | +3.7% | -6.3% | +10.0% | +3.7% |
| YTD | -3.0% | +39.7% | -42.7% | -5.7% |
| 1Y | +2.5% | +78.1% | -75.6% | -2.3% |
| 3Y | +26.5% | -29.5% | +55.9% | +25.8% |
| 5Y | -18.3% | +65.3% | -83.6% | -25.9% |
| All | +38.0% | -40.1% | +78.1% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling