+144.0%
MP vs RL
+260.1%
-116.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -3.6% | +1.3% | -4.9% | -4.1% |
| 30D | -21.0% | +7.6% | -28.6% | -23.0% |
| 3M | -33.3% | -1.5% | -31.8% | -33.1% |
| 6M | -45.9% | +12.1% | -58.0% | -48.6% |
| YTD | -27.8% | +13.9% | -41.8% | -32.1% |
| 1Y | -43.2% | +20.7% | -63.8% | -47.6% |
| 3Y | +144.0% | +260.6% | -116.5% | +11.1% |
| All | +144.0% | +260.1% | -116.0% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling