+4.7%
MDT vs RBA
-26.5%
+31.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | -2.9% | +6.2% | +3.5% |
| 30D | +9.5% | -12.3% | +21.8% | +10.7% |
| 3M | +16.0% | -20.5% | +36.5% | +18.2% |
| 6M | +0.2% | -18.5% | +18.8% | +1.6% |
| YTD | -0.3% | -18.2% | +18.0% | +0.1% |
| 1Y | +4.7% | -27.5% | +32.2% | +9.0% |
| All | +4.7% | -26.5% | +31.3% | +9.0% |
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