+1,395.2%
RL vs MDY
+1,720.8%
-325.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -7.8% | -1.5% | -6.3% | -6.5% |
| 3M | -4.0% | +0.8% | -4.8% | -4.7% |
| 6M | -1.9% | +7.4% | -9.3% | -8.1% |
| YTD | -0.2% | +15.2% | -15.4% | -12.8% |
| 1Y | +10.7% | +16.5% | -5.9% | -4.3% |
| 3Y | +210.8% | +46.8% | +164.0% | +117.0% |
| 5Y | +238.2% | +46.0% | +192.2% | +143.8% |
| 10Y | +313.4% | +172.1% | +141.3% | +70.6% |
| All | +1,395.2% | +1,720.8% | -325.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling