+3,609.7%
MDT vs RIG
-40.2%
+3,649.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +4.0% | +1.4% |
| 7D | +3.2% | +0.9% | +2.4% | +3.1% |
| 30D | +9.5% | +13.8% | -4.3% | +8.1% |
| 3M | +16.0% | -6.4% | +22.4% | +16.3% |
| 6M | +0.2% | -8.2% | +8.4% | +0.4% |
| YTD | -0.3% | +41.6% | -41.9% | -4.4% |
| 1Y | +4.7% | +88.7% | -84.0% | -2.6% |
| 3Y | +26.5% | -30.9% | +57.4% | +25.8% |
| 5Y | -18.2% | +57.7% | -75.9% | -28.3% |
| 10Y | +40.0% | -39.3% | +79.3% | +12.1% |
| All | +3,609.7% | -40.2% | +3,649.9% | +2,625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling