+3,784.7%
MDT vs RCL
+4,549.4%
-764.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +3.2% | -5.1% | +8.3% | +4.1% |
| 30D | +9.5% | -19.0% | +28.5% | +13.3% |
| 3M | +16.0% | -9.6% | +25.6% | +17.6% |
| 6M | +0.2% | -6.7% | +6.9% | +0.7% |
| YTD | -0.3% | -3.9% | +3.6% | -1.0% |
| 1Y | +4.7% | -25.1% | +29.8% | +8.0% |
| 3Y | +26.5% | +179.1% | -152.6% | +1.9% |
| 5Y | -18.2% | +243.3% | -261.5% | -39.3% |
| 10Y | +40.0% | +325.8% | -285.7% | -11.0% |
| All | +3,784.7% | +4,549.4% | -764.6% | +1,237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling