+70.1%
MDT vs RIG
-46.1%
+116.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.3% | +1.6% |
| 7D | +1.0% | +5.7% | -4.7% | +0.7% |
| 30D | +9.2% | -0.7% | +9.9% | +9.0% |
| 3M | +14.5% | -3.1% | +17.6% | +14.4% |
| 6M | +37.3% | -16.3% | +53.6% | +38.2% |
| YTD | +9.8% | +34.1% | -24.3% | +6.7% |
| 1Y | +10.5% | +38.2% | -27.6% | +7.1% |
| 3Y | +57.4% | -15.3% | +72.7% | +54.3% |
| 5Y | +1.2% | +62.5% | -61.3% | -8.3% |
| All | +70.1% | -46.1% | +116.2% | +34.9% |
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