-38.5%
MP vs RL
+18.2%
-56.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | +2.3% | -4.4% | +6.7% | +4.2% |
| 30D | -15.3% | +5.6% | -20.9% | -17.3% |
| 3M | -33.5% | -0.6% | -32.9% | -33.5% |
| 6M | -45.5% | +15.5% | -61.0% | -49.9% |
| YTD | -27.3% | +12.3% | -39.6% | -35.0% |
| All | -38.5% | +18.2% | -56.7% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling