+360.1%
MDT vs RSG
+2,013.0%
-1,652.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.8% | +3.7% | -0.9% | +1.8% |
| 3M | +13.1% | +6.2% | +6.9% | +11.3% |
| 6M | +2.3% | -2.8% | +5.1% | +3.0% |
| YTD | -2.7% | +5.9% | -8.6% | -4.3% |
| 1Y | +0.9% | -1.8% | +2.6% | +1.1% |
| 3Y | +26.8% | +57.5% | -30.7% | +11.8% |
| 5Y | -19.5% | +91.1% | -110.5% | -32.9% |
| 10Y | +40.6% | +428.1% | -387.5% | -7.1% |
| All | +360.1% | +2,013.0% | -1,652.8% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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