+38.6%
MDT vs RL
+12.8%
+25.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | +14.8% | +7.6% | +7.2% | +13.3% |
| 3M | +14.6% | -1.5% | +16.1% | +14.2% |
| All | +38.6% | +12.8% | +25.8% | +37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling