+1,127.7%
RSP vs MDT
+219.2%
+908.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -0.8% | +3.2% | -4.0% | -2.3% |
| 30D | -0.3% | +9.5% | -9.8% | -4.8% |
| 3M | +4.3% | +16.0% | -11.7% | -3.6% |
| 6M | +8.8% | +0.2% | +8.6% | +7.7% |
| YTD | +15.3% | -0.3% | +15.5% | +14.1% |
| 1Y | +18.3% | +4.7% | +13.6% | +13.9% |
| 3Y | +52.8% | +26.5% | +26.3% | +31.5% |
| 5Y | +51.7% | -18.2% | +69.9% | +60.8% |
| 10Y | +208.5% | +40.0% | +168.4% | +141.5% |
| All | +1,127.7% | +219.2% | +908.5% | +481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling