+256.6%
RL vs MDY
+57.1%
+199.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.7% | +1.9% |
| 7D | +0.2% | +0.7% | -0.4% | -0.3% |
| 30D | +7.3% | +1.3% | +6.0% | +5.9% |
| 3M | +1.0% | -4.1% | +5.1% | +6.5% |
| 6M | +11.8% | +1.0% | +10.8% | +10.6% |
| YTD | +13.6% | +13.3% | +0.3% | -2.0% |
| 1Y | +24.0% | +15.7% | +8.3% | +4.3% |
| 3Y | +256.6% | +59.6% | +197.0% | +116.4% |
| All | +256.6% | +57.1% | +199.5% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling