+209.8%
RSP vs MDT
+38.9%
+171.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -2.5% | +2.8% | -5.3% | -3.9% |
| 3M | +3.0% | +13.1% | -10.1% | -3.5% |
| 6M | +8.9% | +2.3% | +6.6% | +6.9% |
| YTD | +13.0% | -2.7% | +15.7% | +13.4% |
| 1Y | +16.2% | +0.9% | +15.4% | +14.2% |
| 3Y | +52.7% | +26.8% | +25.9% | +30.7% |
| 5Y | +50.5% | -19.5% | +69.9% | +63.0% |
| 10Y | +209.8% | +40.6% | +169.3% | +151.8% |
| All | +209.8% | +38.9% | +171.0% | +151.8% |
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 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