-51.5%
RIG vs MDY
+2,615.3%
-2,666.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.4% |
| 7D | -8.2% | -0.8% | -7.4% | -7.4% |
| 30D | -0.2% | -3.9% | +3.7% | +4.3% |
| 3M | -2.7% | 0.0% | -2.7% | -3.4% |
| 6M | -7.5% | +8.5% | -16.0% | -17.4% |
| YTD | +38.3% | +13.2% | +25.0% | +17.9% |
| 1Y | +81.8% | +15.0% | +66.8% | +52.5% |
| 3Y | -30.2% | +49.6% | -79.8% | -55.4% |
| 5Y | +59.9% | +46.0% | +13.9% | +7.9% |
| 10Y | -41.9% | +176.4% | -218.3% | -75.2% |
| All | -51.5% | +2,615.3% | -2,666.8% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling