+875.5%
MDB vs RL
+423.3%
+452.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.2% |
| 7D | -11.4% | -4.2% | -7.2% | -10.0% |
| 30D | -13.8% | +4.3% | -18.1% | -15.2% |
| 3M | -15.5% | -4.6% | -10.9% | -14.2% |
| 6M | +17.9% | +1.7% | +16.2% | +14.7% |
| YTD | -25.5% | +7.3% | -32.8% | -29.7% |
| 1Y | -12.1% | +20.8% | -32.9% | -21.4% |
| 3Y | -5.9% | +247.0% | -252.8% | -44.7% |
| 5Y | -43.7% | +225.5% | -269.2% | -66.8% |
| All | +875.5% | +423.3% | +452.1% | +490.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling