+58.1%
MP vs RL
+238.1%
-179.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.4% |
| 7D | -2.9% | -0.8% | -2.0% | -2.5% |
| 30D | +13.8% | -7.8% | +21.6% | +18.3% |
| 3M | -16.7% | -4.0% | -12.7% | -15.9% |
| 6M | -11.5% | -1.9% | -9.6% | -11.8% |
| YTD | +7.9% | -0.2% | +8.1% | +5.9% |
| 1Y | -15.0% | +10.7% | -25.7% | -21.5% |
| 3Y | +153.5% | +210.8% | -57.3% | +14.1% |
| All | +58.1% | +238.1% | -179.9% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling