+756.2%
MDT vs RL
+1,568.4%
-812.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.9% | -0.1% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +16.2% | +7.3% | +8.8% | +14.6% |
| 3M | +18.9% | +1.0% | +17.9% | +18.5% |
| 6M | +37.3% | +11.8% | +25.6% | +33.9% |
| YTD | +9.7% | +13.6% | -3.9% | +6.2% |
| 1Y | +15.2% | +24.0% | -8.9% | +9.6% |
| 3Y | +61.8% | +256.6% | -194.8% | +23.2% |
| 5Y | -1.4% | +240.2% | -241.6% | -25.8% |
| 10Y | +61.6% | +373.0% | -311.4% | +8.0% |
| All | +756.2% | +1,568.4% | -812.2% | +315.1% |
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