-9.7%
RKT vs MDT
-20.5%
+10.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.4% |
| 7D | -1.0% | -0.3% | -0.6% | -0.7% |
| 30D | -2.4% | +2.8% | -5.2% | -4.3% |
| 3M | +1.9% | +13.1% | -11.2% | -6.4% |
| 6M | -13.9% | +2.3% | -16.2% | -15.3% |
| YTD | -30.6% | -2.7% | -27.9% | -30.0% |
| 1Y | -34.4% | +0.9% | -35.2% | -35.4% |
| 3Y | +38.2% | +26.8% | +11.4% | +12.0% |
| 5Y | -9.7% | -19.5% | +9.8% | -9.8% |
| All | -9.7% | -20.5% | +10.8% | -9.8% |
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