+27.5%
MDT vs RBA
+29.1%
-1.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | +0.4% | -1.1% | +1.4% | +0.5% |
| 30D | +6.0% | -13.2% | +19.2% | +8.1% |
| 3M | +15.5% | -21.4% | +36.9% | +19.2% |
| 6M | +3.4% | -20.9% | +24.3% | +6.4% |
| YTD | -2.2% | -19.9% | +17.7% | 0.0% |
| 1Y | +2.6% | -28.7% | +31.3% | +7.0% |
| 3Y | +27.5% | +27.4% | +0.1% | +22.3% |
| All | +27.5% | +29.1% | -1.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling