+920.8%
MDB vs RL
+453.9%
+466.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +2.5% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | -15.2% | +7.3% | -22.5% | -17.4% |
| 3M | -17.9% | +1.0% | -19.0% | -18.5% |
| 6M | +9.3% | +11.8% | -2.5% | +2.9% |
| YTD | -22.0% | +13.6% | -35.6% | -27.9% |
| 1Y | -9.3% | +24.0% | -33.4% | -19.6% |
| 3Y | -10.4% | +256.6% | -267.0% | -47.9% |
| 5Y | -43.2% | +240.2% | -283.5% | -67.2% |
| All | +920.8% | +453.9% | +466.9% | +504.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling