-1.4%
MDT vs RL
+240.9%
-242.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.9% | 0.0% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +16.2% | +7.3% | +8.8% | +14.8% |
| 3M | +18.9% | +1.0% | +17.9% | +18.5% |
| 6M | +37.3% | +11.8% | +25.6% | +34.5% |
| YTD | +9.7% | +13.6% | -3.9% | +6.8% |
| 1Y | +15.2% | +24.0% | -8.9% | +10.4% |
| 3Y | +61.8% | +256.6% | -194.8% | +23.9% |
| 5Y | -1.4% | +240.2% | -241.6% | -24.5% |
| All | -1.4% | +240.9% | -242.3% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling