+553.1%
MDT vs RBA
+4,102.2%
-3,549.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.4% |
| 6M | +37.3% | -6.6% | +43.9% | +38.4% |
| YTD | +9.7% | -6.3% | +16.0% | +10.0% |
| 1Y | +15.2% | -4.0% | +19.1% | +14.8% |
| 3Y | +61.8% | +47.3% | +14.5% | +46.5% |
| 5Y | -1.4% | +47.7% | -49.0% | -12.2% |
| 10Y | +61.6% | +224.7% | -163.1% | +19.9% |
| All | +553.1% | +4,102.2% | -3,549.1% | +226.9% |
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 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