+2,677.7%
MDY vs RRC
+801.5%
+1,876.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | -1.5% | +10.1% | -11.6% | -3.0% |
| 3M | +0.8% | +4.0% | -3.2% | -0.1% |
| 6M | +7.4% | +1.6% | +5.8% | +6.6% |
| YTD | +15.2% | +19.7% | -4.5% | +11.2% |
| 1Y | +16.5% | +21.4% | -4.9% | +11.9% |
| 3Y | +46.8% | +29.7% | +17.1% | +37.9% |
| 5Y | +46.0% | +153.9% | -107.8% | +18.9% |
| 10Y | +172.1% | +10.8% | +161.2% | +117.6% |
| All | +2,677.7% | +801.5% | +1,876.2% | +1,540.2% |
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