+24.6%
MDT vs RIG
-31.2%
+55.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -0.3% | -8.2% | +7.9% | 0.0% |
| 30D | +2.8% | -0.2% | +2.9% | +2.8% |
| 3M | +13.1% | -2.7% | +15.8% | +13.1% |
| 6M | +2.3% | -7.5% | +9.8% | +2.4% |
| YTD | -2.7% | +38.3% | -40.9% | -4.4% |
| 1Y | +0.9% | +81.8% | -81.0% | -2.2% |
| All | +24.6% | -31.2% | +55.8% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling