+40.6%
MDT vs RCL
+341.7%
-301.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -0.3% | -2.2% | +1.9% | +0.1% |
| 30D | +2.8% | -15.7% | +18.4% | +5.7% |
| 3M | +13.1% | -8.0% | +21.1% | +14.4% |
| 6M | +2.3% | -10.1% | +12.5% | +3.5% |
| YTD | -2.7% | -5.9% | +3.2% | -3.1% |
| 1Y | +0.9% | -23.5% | +24.3% | +3.7% |
| 3Y | +26.8% | +174.4% | -147.6% | +1.5% |
| 5Y | -19.5% | +227.1% | -246.6% | -40.3% |
| 10Y | +40.6% | +342.5% | -301.9% | -10.2% |
| All | +40.6% | +341.7% | -301.1% | -10.2% |
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