+139.8%
MDT vs RNG
+309.1%
-169.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.5% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | +6.0% | +11.4% | -5.4% | +4.8% |
| 3M | +15.5% | +72.1% | -56.6% | +9.0% |
| 6M | +3.4% | +67.9% | -64.5% | -2.8% |
| YTD | -2.2% | +144.3% | -146.5% | -12.5% |
| 1Y | +2.6% | +117.5% | -114.9% | -7.3% |
| 3Y | +27.5% | +123.9% | -96.4% | +11.8% |
| 5Y | -20.1% | -70.1% | +50.0% | -15.4% |
| 10Y | +39.1% | +215.9% | -176.8% | -0.3% |
| All | +139.8% | +309.1% | -169.2% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling