+14.5%
MDB vs RL
+13.6%
+0.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -3.9% |
| 7D | -17.4% | -0.8% | -16.6% | -17.6% |
| 30D | -2.0% | -7.8% | +5.7% | -2.8% |
| 3M | -3.0% | -4.0% | +1.0% | -3.7% |
| 6M | +48.7% | -1.9% | +50.6% | +46.7% |
| YTD | -12.1% | -0.2% | -12.0% | -12.5% |
| 1Y | +14.5% | +10.7% | +3.8% | +8.6% |
| All | +14.5% | +13.6% | +0.9% | +8.6% |
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