+56.5%
RSG vs MDY
+48.5%
+8.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | 0.0% | -1.9% | +1.9% | +0.3% |
| 30D | +4.0% | -4.6% | +8.6% | +4.6% |
| 3M | +7.4% | -1.2% | +8.6% | +7.5% |
| 6M | +0.1% | +9.2% | -9.1% | -1.7% |
| YTD | +6.0% | +13.1% | -7.0% | +3.2% |
| 1Y | -3.0% | +13.0% | -16.0% | -5.5% |
| 3Y | +56.5% | +49.2% | +7.3% | +43.3% |
| All | +56.5% | +48.5% | +8.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling