-1.6%
MDLN vs RBA
-8.1%
+6.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.1% | +16.3% | +17.6% |
| 7D | +24.7% | +12.7% | +12.0% | +19.7% |
| 30D | +12.7% | +15.5% | -2.8% | +7.1% |
| 3M | -4.0% | -14.0% | +10.0% | +3.1% |
| 6M | -8.7% | -8.8% | +0.1% | -3.2% |
| YTD | -3.9% | -6.9% | +3.0% | +2.3% |
| All | -1.6% | -8.1% | +6.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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