+545.6%
MDT vs RBA
+4,097.8%
-3,552.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | +10.5% | +9.0% | +1.6% | +8.7% |
| 3M | +13.0% | +7.2% | +5.8% | +11.3% |
| 6M | +38.7% | -7.8% | +46.4% | +40.1% |
| YTD | +8.5% | -6.4% | +14.8% | +8.8% |
| 1Y | +10.0% | -4.2% | +14.2% | +9.8% |
| 3Y | +58.6% | +64.1% | -5.5% | +40.8% |
| 5Y | -0.3% | +48.4% | -48.7% | -11.4% |
| 10Y | +61.3% | +209.9% | -148.7% | +20.7% |
| All | +545.6% | +4,097.8% | -3,552.2% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling