+213.2%
RSP vs MDT
+58.3%
+154.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.5% |
| 7D | +0.7% | +2.7% | -2.0% | -0.7% |
| 30D | +3.7% | +14.8% | -11.1% | -3.2% |
| 3M | +0.7% | +14.6% | -13.9% | -6.1% |
| 6M | +9.0% | +35.7% | -26.7% | -7.1% |
| YTD | +16.7% | +8.5% | +8.2% | +10.8% |
| 1Y | +19.0% | +13.3% | +5.7% | +10.2% |
| 3Y | +64.7% | +58.6% | +6.2% | +25.4% |
| 5Y | +49.6% | -2.6% | +52.2% | +46.6% |
| 10Y | +213.2% | +60.0% | +153.2% | +138.7% |
| All | +213.2% | +58.3% | +154.9% | +138.7% |
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