+10.5%
MDT vs RL
+15.3%
-4.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.0% |
| 7D | +1.0% | +2.6% | -1.5% | +0.6% |
| 30D | +9.2% | +2.9% | +6.2% | +8.7% |
| 3M | +14.5% | 0.0% | +14.5% | +14.3% |
| 6M | +37.3% | +17.1% | +20.2% | +35.0% |
| YTD | +9.8% | +10.1% | -0.3% | +7.2% |
| 1Y | +10.5% | +17.3% | -6.8% | +5.7% |
| All | +10.5% | +15.3% | -4.7% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling