+27.5%
MDT vs RL
+211.8%
-184.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | +0.4% | +1.9% | -1.5% | +0.2% |
| 30D | +6.0% | -12.2% | +18.2% | +7.4% |
| 3M | +15.5% | -6.6% | +22.2% | +16.3% |
| 6M | +3.4% | +3.2% | +0.2% | +2.9% |
| YTD | -2.2% | -1.3% | -0.9% | -2.4% |
| 1Y | +2.6% | +13.6% | -11.0% | +1.0% |
| 3Y | +27.5% | +210.9% | -183.4% | +11.5% |
| All | +27.5% | +211.8% | -184.3% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling