+254.1%
MP vs RL
+487.4%
-233.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.6% |
| 7D | -10.5% | -4.2% | -6.4% | -8.9% |
| 30D | -23.5% | +4.3% | -27.8% | -25.2% |
| 3M | -25.4% | -4.6% | -20.8% | -24.0% |
| 6M | -51.3% | +1.7% | -53.0% | -52.3% |
| YTD | -29.9% | +7.3% | -37.3% | -33.6% |
| 1Y | -31.8% | +20.8% | -52.6% | -39.0% |
| 3Y | +127.0% | +247.0% | -120.0% | +7.0% |
| 5Y | -3.3% | +225.5% | -228.7% | -54.3% |
| All | +254.1% | +487.4% | -233.3% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling