+1,115.8%
RSP vs MDT
+247.9%
+867.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.0% |
| 7D | -1.0% | +5.4% | -6.5% | -3.7% |
| 30D | +2.6% | +19.1% | -16.5% | -6.1% |
| 3M | -0.8% | +19.5% | -20.2% | -9.6% |
| 6M | +6.3% | +33.5% | -27.2% | -9.0% |
| YTD | +14.1% | +8.7% | +5.4% | +7.9% |
| 1Y | +18.0% | +16.8% | +1.2% | +7.4% |
| 3Y | +61.0% | +53.0% | +8.1% | +25.5% |
| 5Y | +45.6% | -2.9% | +48.5% | +41.1% |
| 10Y | +220.2% | +61.4% | +158.7% | +132.8% |
| All | +1,115.8% | +247.9% | +867.8% | +449.6% |
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 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