-18.3%
MDT vs RNG
-70.1%
+51.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | -9.6% | +8.0% | -0.9% |
| 30D | +1.0% | +8.8% | -7.8% | +0.4% |
| 3M | +15.2% | +78.6% | -63.4% | +10.3% |
| 6M | +3.7% | +70.3% | -66.6% | -0.9% |
| YTD | -3.0% | +140.3% | -143.3% | -10.4% |
| 1Y | +2.5% | +126.6% | -124.1% | -5.1% |
| 3Y | +26.5% | +120.2% | -93.8% | +14.8% |
| 5Y | -18.3% | -68.3% | +50.0% | -16.6% |
| All | -18.3% | -70.1% | +51.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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