-12.1%
MDB vs RL
+16.8%
-28.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.7% |
| 7D | -11.4% | -4.2% | -7.2% | -11.3% |
| 30D | -13.8% | +4.3% | -18.1% | -13.1% |
| 3M | -15.5% | -4.6% | -10.9% | -15.8% |
| 6M | +17.9% | +1.7% | +16.2% | +19.5% |
| YTD | -25.5% | +7.3% | -32.8% | -24.3% |
| 1Y | -12.1% | +20.8% | -32.9% | -5.7% |
| All | -12.1% | +16.8% | -28.8% | -5.7% |
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