+7,983.2%
MDT vs RRC
+1,202.2%
+6,781.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +3.2% | +1.3% | +1.9% | +3.1% |
| 30D | +9.5% | +10.1% | -0.6% | +8.9% |
| 3M | +16.0% | +4.0% | +12.0% | +15.7% |
| 6M | +0.2% | +1.6% | -1.4% | 0.0% |
| YTD | -0.3% | +19.7% | -20.0% | -1.4% |
| 1Y | +4.7% | +21.4% | -16.7% | +3.4% |
| 3Y | +26.5% | +29.7% | -3.1% | +23.8% |
| 5Y | -18.2% | +153.9% | -172.1% | -23.9% |
| 10Y | +40.0% | +10.8% | +29.2% | +28.1% |
| All | +7,983.2% | +1,202.2% | +6,781.0% | +6,995.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling