+61.3%
MDT vs RCL
+368.0%
-306.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | +10.5% | +19.4% | -8.9% | +7.3% |
| 3M | +13.0% | +9.8% | +3.2% | +10.9% |
| 6M | +38.7% | +28.6% | +10.0% | +32.1% |
| YTD | +8.5% | +22.2% | -13.7% | +3.2% |
| 1Y | +10.0% | +29.7% | -19.7% | +3.4% |
| 3Y | +58.6% | +265.3% | -206.7% | +20.9% |
| 5Y | -0.3% | +301.8% | -302.0% | -28.5% |
| 10Y | +61.3% | +360.5% | -299.2% | +6.7% |
| All | +61.3% | +368.0% | -306.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling