+7,787.5%
MDT vs RRX
+3,824.6%
+3,962.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +2.8% | -8.0% | +10.7% | +4.4% |
| 3M | +13.1% | -25.1% | +38.2% | +18.2% |
| 6M | +2.3% | -18.3% | +20.6% | +4.3% |
| YTD | -2.7% | +14.2% | -16.8% | -7.9% |
| 1Y | +0.9% | +13.0% | -12.2% | -4.8% |
| 3Y | +26.8% | +4.2% | +22.6% | +17.3% |
| 5Y | -19.5% | +17.9% | -37.3% | -28.9% |
| 10Y | +40.6% | +220.4% | -179.9% | -1.2% |
| All | +7,787.5% | +3,824.6% | +3,962.9% | +4,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling