+55.9%
RSP vs MDT
+28.5%
+27.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.8% | +3.2% | -4.0% | -1.7% |
| 30D | -0.3% | +9.5% | -9.8% | -3.0% |
| 3M | +4.3% | +16.0% | -11.7% | -0.4% |
| 6M | +8.8% | +0.2% | +8.6% | +9.1% |
| YTD | +15.3% | -0.3% | +15.5% | +15.4% |
| 1Y | +18.3% | +4.7% | +13.6% | +16.2% |
| All | +55.9% | +28.5% | +27.4% | +40.6% |
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