-1.4%
MDT vs RBA
+47.6%
-49.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | +3.5% | +2.5% | +1.0% | +3.0% |
| 30D | +16.2% | +11.6% | +4.6% | +13.7% |
| 3M | +18.9% | +1.5% | +17.4% | +18.3% |
| 6M | +37.3% | -6.6% | +43.9% | +38.2% |
| YTD | +9.7% | -6.3% | +16.0% | +9.7% |
| 1Y | +15.2% | -4.0% | +19.1% | +14.5% |
| 3Y | +61.8% | +47.3% | +14.5% | +46.0% |
| 5Y | -1.4% | +47.7% | -49.0% | -10.4% |
| All | -1.4% | +47.6% | -49.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling