+230.8%
RDW vs MTB
+114.2%
+116.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | +0.9% | 0.0% | +0.9% | +0.8% |
| 30D | -21.3% | -4.8% | -16.5% | -17.7% |
| 3M | -37.9% | +6.0% | -43.8% | -42.1% |
| 6M | +12.3% | +19.6% | -7.4% | -6.4% |
| YTD | +39.7% | +21.5% | +18.3% | +14.6% |
| 1Y | +25.7% | +24.7% | +1.0% | +0.5% |
| 3Y | +230.8% | +108.6% | +122.3% | +105.5% |
| All | +230.8% | +114.2% | +116.6% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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