-40.3%
MDB vs RL
+246.0%
-286.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.7% |
| 7D | +3.0% | -4.4% | +7.3% | +5.8% |
| 30D | -11.3% | +5.6% | -16.9% | -14.3% |
| 3M | -23.0% | -0.6% | -22.4% | -23.2% |
| 6M | +14.8% | +15.5% | -0.7% | +0.8% |
| YTD | -19.4% | +12.3% | -31.8% | -29.8% |
| 1Y | -9.0% | +19.3% | -28.3% | -24.9% |
| 3Y | -10.3% | +255.5% | -265.8% | -72.0% |
| All | -40.3% | +246.0% | -286.4% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling