+1,979.2%
RSG vs MDY
+1,286.4%
+692.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -1.8% | -2.5% | +0.7% | -0.4% |
| 30D | +2.8% | -5.0% | +7.8% | +5.8% |
| 3M | +4.3% | +0.5% | +3.8% | +3.7% |
| 6M | -0.5% | +8.0% | -8.5% | -5.6% |
| YTD | +5.2% | +12.2% | -6.9% | -2.5% |
| 1Y | -2.1% | +14.0% | -16.1% | -10.4% |
| 3Y | +56.5% | +48.2% | +8.3% | +19.6% |
| 5Y | +89.5% | +46.1% | +43.4% | +42.8% |
| 10Y | +424.8% | +173.8% | +251.0% | +157.9% |
| All | +1,979.2% | +1,286.4% | +692.8% | +228.8% |
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