+2,608.6%
MDY vs RRC
+1,015.2%
+1,593.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.3% | +6.4% | -4.1% | +1.3% |
| 30D | +2.0% | +23.9% | -21.9% | -1.7% |
| 3M | -5.6% | +30.2% | -35.8% | -9.9% |
| 6M | +1.3% | +26.3% | -25.0% | -3.1% |
| YTD | +12.3% | +48.1% | -35.8% | +4.4% |
| 1Y | +15.8% | +37.7% | -21.9% | +8.7% |
| 3Y | +56.5% | +60.3% | -3.8% | +41.8% |
| 5Y | +35.1% | +135.3% | -100.1% | +11.3% |
| 10Y | +167.4% | +73.3% | +94.1% | +98.8% |
| All | +2,608.6% | +1,015.2% | +1,593.4% | +1,439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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