+319.7%
RL vs MDY
+165.3%
+154.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | +2.6% | +2.3% | +0.3% | 0.0% |
| 30D | +2.9% | +2.0% | +0.9% | +0.9% |
| 3M | 0.0% | -5.6% | +5.6% | +7.1% |
| 6M | +17.1% | +1.3% | +15.8% | +15.7% |
| YTD | +10.1% | +12.3% | -2.2% | -3.0% |
| 1Y | +17.3% | +15.8% | +1.5% | -0.1% |
| 3Y | +249.3% | +56.5% | +192.8% | +114.2% |
| 5Y | +240.9% | +35.1% | +205.8% | +150.3% |
| All | +319.7% | +165.3% | +154.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling