+678.0%
MDT vs RL
+1,366.2%
-688.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | +3.2% | -0.8% | +4.0% | +3.4% |
| 30D | +9.5% | -7.8% | +17.3% | +11.1% |
| 3M | +16.0% | -4.0% | +20.0% | +16.6% |
| 6M | +0.2% | -1.9% | +2.1% | -0.1% |
| YTD | -0.3% | -0.2% | -0.1% | -1.1% |
| 1Y | +4.7% | +10.7% | -6.0% | +1.8% |
| 3Y | +26.5% | +210.8% | -184.2% | -1.1% |
| 5Y | -18.2% | +238.2% | -256.4% | -38.5% |
| 10Y | +40.0% | +313.4% | -273.4% | -4.1% |
| All | +678.0% | +1,366.2% | -688.1% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling