-42.2%
RIG vs MDY
+177.2%
-219.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -3.0% |
| 7D | -3.1% | -1.9% | -1.2% | -0.2% |
| 30D | -0.5% | -4.6% | +4.1% | +6.9% |
| 3M | -6.0% | -1.2% | -4.7% | -5.1% |
| 6M | -10.1% | +9.2% | -19.4% | -24.3% |
| YTD | +37.3% | +13.1% | +24.2% | +9.6% |
| 1Y | +73.9% | +13.0% | +60.9% | +39.0% |
| 3Y | -30.2% | +49.2% | -79.4% | -64.1% |
| 5Y | +62.5% | +47.2% | +15.2% | -14.9% |
| All | -42.2% | +177.2% | -219.4% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling