+70.1%
MDT vs RCL
+340.1%
-270.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | +9.2% | +17.8% | -8.7% | +6.2% |
| 3M | +14.5% | +4.9% | +9.5% | +13.3% |
| 6M | +37.3% | +23.7% | +13.6% | +31.7% |
| YTD | +9.8% | +17.8% | -8.0% | +5.1% |
| 1Y | +10.5% | +28.9% | -18.4% | +3.9% |
| 3Y | +57.4% | +241.9% | -184.4% | +21.3% |
| 5Y | +1.2% | +295.4% | -294.2% | -27.4% |
| All | +70.1% | +340.1% | -270.0% | +10.7% |
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