-24.1%
RKT vs MDT
+25.6%
-49.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -4.7% |
| 7D | -7.5% | -3.7% | -3.8% | -5.5% |
| 30D | +26.6% | +8.6% | +18.0% | +21.0% |
| 3M | -2.4% | +12.2% | -14.6% | -8.8% |
| 6M | -7.4% | +33.7% | -41.1% | -22.2% |
| YTD | -29.2% | +7.8% | -37.0% | -32.7% |
| 1Y | -23.5% | +8.9% | -32.4% | -27.6% |
| 3Y | +73.9% | +57.6% | +16.3% | +29.1% |
| 5Y | -6.6% | -0.7% | -5.9% | -15.5% |
| All | -24.1% | +25.6% | -49.7% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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