+355.9%
RL vs MTB
+122.1%
+233.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.9% |
| 7D | +1.3% | -0.7% | +2.0% | +1.9% |
| 30D | +7.6% | +1.4% | +6.2% | +6.9% |
| 3M | -1.5% | -11.6% | +10.1% | +6.2% |
| 6M | +12.1% | +5.4% | +6.7% | +8.4% |
| YTD | +13.9% | +11.7% | +2.2% | +6.3% |
| 1Y | +20.7% | +20.5% | +0.1% | +7.4% |
| 3Y | +260.6% | +104.5% | +156.0% | +127.9% |
| 5Y | +248.9% | +65.1% | +183.8% | +141.3% |
| 10Y | +355.9% | +119.5% | +236.4% | +163.5% |
| All | +355.9% | +122.1% | +233.8% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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