+10.5%
MDT vs RCL
+25.0%
-14.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | +9.2% | +17.8% | -8.7% | +7.9% |
| 3M | +14.5% | +4.9% | +9.5% | +14.4% |
| 6M | +37.3% | +23.7% | +13.6% | +35.4% |
| YTD | +9.8% | +17.8% | -8.0% | +7.1% |
| 1Y | +10.5% | +28.9% | -18.4% | +6.5% |
| All | +10.5% | +25.0% | -14.5% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling