+39.7%
RIG vs MDY
+17.5%
+22.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.8% |
| 7D | -18.8% | +1.7% | -20.5% | -19.3% |
| 30D | -1.1% | +1.2% | -2.3% | -1.5% |
| 3M | +4.4% | -3.5% | +7.9% | +6.0% |
| 6M | -20.8% | +3.5% | -24.3% | -22.9% |
| YTD | +32.0% | +13.6% | +18.4% | +16.7% |
| 1Y | +39.7% | +17.1% | +22.7% | +19.2% |
| All | +39.7% | +17.5% | +22.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling