+0.8%
RKT vs MDT
-2.6%
+3.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.8% | -3.2% | -0.6% | -1.7% |
| 30D | +32.8% | +10.5% | +22.3% | +24.6% |
| 3M | +0.8% | +13.0% | -12.1% | -7.2% |
| 6M | -2.6% | +38.7% | -41.3% | -22.7% |
| YTD | -25.4% | +8.5% | -33.9% | -29.9% |
| 1Y | -19.1% | +10.0% | -29.1% | -24.6% |
| 3Y | +83.2% | +58.6% | +24.6% | +24.3% |
| 5Y | +0.8% | -0.3% | +1.1% | -6.2% |
| All | +0.8% | -2.6% | +3.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling