-19.5%
MDT vs RRC
+154.4%
-173.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | +2.8% | +3.6% | -0.8% | +2.5% |
| 3M | +13.1% | +8.8% | +4.3% | +12.2% |
| 6M | +2.3% | +0.8% | +1.6% | +2.1% |
| YTD | -2.7% | +19.0% | -21.7% | -4.4% |
| 1Y | +0.9% | +22.9% | -22.1% | -1.3% |
| 3Y | +26.8% | +32.3% | -5.5% | +22.2% |
| 5Y | -19.5% | +151.6% | -171.0% | -27.0% |
| All | -19.5% | +154.4% | -173.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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