+153.3%
MP vs RL
+212.5%
-59.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.7% |
| 7D | -2.9% | -0.8% | -2.0% | -2.6% |
| 30D | +13.8% | -7.8% | +21.6% | +17.0% |
| 3M | -16.7% | -4.0% | -12.7% | -16.1% |
| 6M | -11.5% | -1.9% | -9.6% | -11.8% |
| YTD | +7.9% | -0.2% | +8.1% | +6.5% |
| 1Y | -15.0% | +10.7% | -25.7% | -19.3% |
| All | +153.3% | +212.5% | -59.2% | +29.1% |
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