+7,983.2%
MDT vs RVTY
+2,416.7%
+5,566.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +9.5% | +13.2% | -3.7% | +6.5% |
| 3M | +16.0% | +27.2% | -11.3% | +9.6% |
| 6M | +0.2% | +32.4% | -32.2% | -6.5% |
| YTD | -0.3% | +34.9% | -35.1% | -7.7% |
| 1Y | +4.7% | +52.4% | -47.6% | -5.9% |
| 3Y | +26.5% | +12.3% | +14.3% | +19.1% |
| 5Y | -18.2% | -30.8% | +12.6% | -15.7% |
| 10Y | +40.0% | +150.7% | -110.7% | +7.8% |
| All | +7,983.2% | +2,416.7% | +5,566.5% | +3,186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling