+66.7%
RSP vs MDT
+57.9%
+8.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | +0.4% | +3.5% | -3.1% | -0.6% |
| 30D | +3.7% | +16.2% | -12.5% | -0.7% |
| 3M | +0.8% | +18.9% | -18.1% | -4.3% |
| 6M | +9.1% | +37.3% | -28.2% | -1.1% |
| YTD | +16.7% | +9.7% | +7.0% | +13.7% |
| 1Y | +19.7% | +15.2% | +4.5% | +14.4% |
| 3Y | +66.7% | +61.8% | +4.9% | +47.7% |
| All | +66.7% | +57.9% | +8.8% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling