+53.0%
RSP vs MDT
-17.7%
+70.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.8% | +3.2% | -4.0% | -1.9% |
| 30D | -0.3% | +9.5% | -9.8% | -3.6% |
| 3M | +4.3% | +16.0% | -11.7% | -1.5% |
| 6M | +8.8% | +0.2% | +8.6% | +8.6% |
| YTD | +15.3% | -0.3% | +15.5% | +15.0% |
| 1Y | +18.3% | +4.7% | +13.6% | +15.4% |
| 3Y | +52.8% | +26.5% | +26.3% | +36.1% |
| All | +53.0% | -17.7% | +70.7% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling