+9.5%
RL vs MDY
+14.2%
-4.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -2.0% |
| 7D | -0.3% | -0.8% | +0.5% | +0.8% |
| 30D | -17.5% | -3.9% | -13.7% | -13.3% |
| 3M | -14.0% | 0.0% | -13.9% | -14.2% |
| 6M | -2.0% | +8.5% | -10.5% | -12.1% |
| YTD | -4.6% | +13.2% | -17.8% | -18.9% |
| 1Y | +9.5% | +15.0% | -5.5% | -8.9% |
| All | +9.5% | +14.2% | -4.7% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling