+13.3%
MDT vs RBA
-3.8%
+17.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +2.7% | +3.2% | -0.5% | +2.3% |
| 30D | +14.8% | +12.0% | +2.8% | +13.1% |
| 3M | +14.6% | +2.9% | +11.7% | +13.4% |
| 6M | +35.7% | -6.3% | +42.0% | +35.1% |
| YTD | +8.5% | -5.9% | +14.4% | +7.4% |
| 1Y | +13.3% | -3.9% | +17.2% | +11.9% |
| All | +13.3% | -3.8% | +17.1% | +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 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