+1,582.5%
RL vs MDY
+1,699.0%
-116.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.2% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | +5.6% | +2.1% | +3.4% | +3.6% |
| 3M | -0.6% | -3.6% | +3.0% | +3.3% |
| 6M | +15.5% | +1.7% | +13.8% | +13.9% |
| YTD | +12.3% | +13.8% | -1.5% | -0.5% |
| 1Y | +19.3% | +15.5% | +3.8% | +4.2% |
| 3Y | +255.5% | +58.3% | +197.2% | +131.6% |
| 5Y | +247.1% | +37.4% | +209.6% | +165.5% |
| 10Y | +346.0% | +171.0% | +175.1% | +85.5% |
| All | +1,582.5% | +1,699.0% | -116.6% | +29.5% |
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