+319.7%
RL vs MTB
+115.1%
+204.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +2.6% | +1.5% | +1.0% | +1.7% |
| 30D | +2.9% | +2.3% | +0.6% | +1.7% |
| 3M | 0.0% | -12.1% | +12.1% | +8.2% |
| 6M | +17.1% | +9.8% | +7.3% | +10.4% |
| YTD | +10.1% | +12.0% | -1.9% | +2.6% |
| 1Y | +17.3% | +22.0% | -4.7% | +3.6% |
| 3Y | +249.3% | +107.6% | +141.7% | +118.9% |
| 5Y | +240.9% | +61.9% | +179.1% | +139.1% |
| All | +319.7% | +115.1% | +204.5% | +150.7% |
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