+2.5%
MDT vs RIG
+83.2%
-80.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -1.5% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +15.2% | -4.0% | +19.2% | +15.2% |
| 6M | +3.7% | -6.3% | +10.0% | +3.7% |
| YTD | -3.0% | +39.7% | -42.7% | -5.3% |
| 1Y | +2.5% | +78.1% | -75.6% | -1.2% |
| All | +2.5% | +83.2% | -80.7% | -1.2% |
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