-1.4%
MDT vs RCL
+278.1%
-279.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.6% |
| 7D | +3.5% | +5.0% | -1.4% | +2.9% |
| 30D | +16.2% | +19.4% | -3.2% | +13.8% |
| 3M | +18.9% | +5.9% | +13.0% | +17.9% |
| 6M | +37.3% | +23.8% | +13.5% | +33.5% |
| YTD | +9.7% | +22.8% | -13.1% | +6.0% |
| 1Y | +15.2% | +34.3% | -19.1% | +9.8% |
| 3Y | +61.8% | +276.4% | -214.6% | +33.2% |
| 5Y | -1.4% | +281.6% | -283.0% | -17.3% |
| All | -1.4% | +278.1% | -279.5% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling