+40.6%
MDT vs RBA
+189.2%
-148.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | +2.8% | -13.0% | +15.7% | +6.1% |
| 3M | +13.1% | -23.1% | +36.2% | +19.8% |
| 6M | +2.3% | -22.6% | +24.9% | +8.0% |
| YTD | -2.7% | -20.4% | +17.7% | +1.5% |
| 1Y | +0.9% | -29.6% | +30.4% | +8.4% |
| 3Y | +26.8% | +26.6% | +0.3% | +15.2% |
| 5Y | -19.5% | +38.2% | -57.6% | -30.5% |
| 10Y | +40.6% | +194.7% | -154.2% | -11.9% |
| All | +40.6% | +189.2% | -148.6% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling