+37.0%
MDT vs RRX
+228.4%
-191.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.5% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +0.2% | -6.1% | +6.4% | +1.5% |
| 3M | +14.3% | -23.1% | +37.3% | +19.5% |
| 6M | +4.0% | -19.5% | +23.5% | +6.3% |
| YTD | -3.7% | +16.1% | -19.7% | -11.1% |
| 1Y | -0.4% | +12.9% | -13.3% | -8.0% |
| 3Y | +23.3% | +7.9% | +15.4% | +9.7% |
| 5Y | -18.9% | +19.1% | -38.0% | -33.1% |
| All | +37.0% | +228.4% | -191.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling