-20.1%
MDT vs RCL
+234.0%
-254.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.4% | -0.5% | +0.8% | +0.4% |
| 30D | +6.0% | -17.3% | +23.3% | +8.4% |
| 3M | +15.5% | -2.8% | +18.3% | +15.7% |
| 6M | +3.4% | -4.4% | +7.8% | +3.5% |
| YTD | -2.2% | -4.2% | +2.0% | -2.7% |
| 1Y | +2.6% | -23.4% | +26.0% | +4.7% |
| 3Y | +27.5% | +179.4% | -151.9% | +8.6% |
| 5Y | -20.1% | +238.8% | -258.8% | -34.1% |
| All | -20.1% | +234.0% | -254.0% | -34.1% |
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