+38.0%
MDT vs RL
+308.3%
-270.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | +1.0% | -15.3% | +16.4% | +4.4% |
| 3M | +15.2% | -10.3% | +25.5% | +17.5% |
| 6M | +3.7% | -2.2% | +5.9% | +3.4% |
| YTD | -3.0% | -4.3% | +1.3% | -3.0% |
| 1Y | +2.5% | +8.9% | -6.4% | -0.4% |
| 3Y | +26.5% | +201.4% | -175.0% | -4.5% |
| 5Y | -18.3% | +230.6% | -248.9% | -41.4% |
| All | +38.0% | +308.3% | -270.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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