+259.1%
MP vs RL
+542.8%
-283.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.6% | -7.2% |
| 7D | -12.5% | +5.8% | -18.3% | -15.0% |
| 30D | -23.3% | +12.7% | -36.1% | -27.7% |
| 3M | -24.4% | +9.3% | -33.7% | -27.8% |
| 6M | -45.8% | +16.9% | -62.7% | -50.3% |
| YTD | -28.9% | +17.5% | -46.4% | -35.4% |
| 1Y | -34.6% | +34.6% | -69.2% | -44.4% |
| 3Y | +118.7% | +273.2% | -154.5% | -0.2% |
| 5Y | -3.1% | +265.2% | -268.3% | -56.6% |
| All | +259.1% | +542.8% | -283.7% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling