+287.6%
MP vs RL
+502.6%
-215.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +4.0% |
| 7D | +9.5% | +2.6% | +6.9% | +8.1% |
| 30D | -3.0% | +2.9% | -5.9% | -4.4% |
| 3M | -30.4% | 0.0% | -30.4% | -30.6% |
| 6M | -39.2% | +17.1% | -56.3% | -44.4% |
| YTD | -23.3% | +10.1% | -33.4% | -28.1% |
| 1Y | -32.6% | +17.3% | -50.0% | -39.0% |
| 3Y | +159.3% | +249.3% | -90.1% | +22.2% |
| 5Y | -16.4% | +240.9% | -257.4% | -61.4% |
| All | +287.6% | +502.6% | -215.0% | +53.4% |
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