-19.5%
MDT vs RIG
+64.1%
-83.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -0.3% | -8.2% | +7.9% | +0.1% |
| 30D | +2.8% | -0.2% | +2.9% | +2.7% |
| 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% | -5.2% |
| 1Y | +0.9% | +81.8% | -81.0% | -3.6% |
| 3Y | +26.8% | -30.2% | +57.0% | +26.3% |
| 5Y | -19.5% | +59.9% | -79.4% | -27.8% |
| All | -19.5% | +64.1% | -83.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling