+70.1%
MDT vs RVTY
+211.6%
-141.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.3% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +9.2% | +1.5% | +7.6% | +8.3% |
| 3M | +14.5% | +31.5% | -17.0% | +4.9% |
| 6M | +37.3% | +62.7% | -25.4% | +17.6% |
| YTD | +9.8% | +60.0% | -50.1% | -6.5% |
| 1Y | +10.5% | +65.7% | -55.2% | -7.0% |
| 3Y | +57.4% | +85.2% | -27.8% | +23.4% |
| 5Y | +1.2% | -14.9% | +16.1% | +0.2% |
| All | +70.1% | +211.6% | -141.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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