-7.7%
MDB vs RL
+34.3%
-42.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.6% | -1.7% |
| 7D | -16.5% | +5.8% | -22.3% | -16.1% |
| 30D | -8.6% | +12.7% | -21.3% | -7.5% |
| 3M | -13.6% | +9.3% | -22.9% | -13.1% |
| 6M | +24.1% | +16.9% | +7.1% | +25.7% |
| YTD | -21.8% | +17.5% | -39.2% | -20.1% |
| 1Y | -7.7% | +34.6% | -42.4% | +2.9% |
| All | -7.7% | +34.3% | -42.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling