-38.6%
MP vs RL
+25.5%
-64.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.3% | -2.6% |
| 7D | -19.0% | -4.7% | -14.3% | -17.2% |
| 30D | -30.5% | +3.6% | -34.0% | -31.6% |
| 3M | -29.6% | +0.5% | -30.1% | -29.9% |
| 6M | -50.4% | +6.6% | -57.0% | -52.9% |
| YTD | -33.2% | +8.8% | -42.1% | -40.3% |
| 1Y | -38.6% | +21.8% | -60.3% | -51.7% |
| All | -38.6% | +25.5% | -64.1% | -51.7% |
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