-19.5%
MDT vs RVTY
-34.2%
+14.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | -0.3% | -5.4% | +5.1% | +0.9% |
| 30D | +2.8% | +6.7% | -4.0% | +1.1% |
| 3M | +13.1% | +19.0% | -5.9% | +8.3% |
| 6M | +2.3% | +34.6% | -32.3% | -5.3% |
| YTD | -2.7% | +28.3% | -31.0% | -9.3% |
| 1Y | +0.9% | +46.0% | -45.2% | -9.3% |
| 3Y | +26.8% | +16.9% | +10.0% | +17.6% |
| 5Y | -19.5% | -32.9% | +13.5% | -16.6% |
| All | -19.5% | -34.2% | +14.8% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling