+318.8%
RL vs MTB
+173.3%
+145.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +1.9% | +2.8% | -0.9% | +0.2% |
| 30D | -12.2% | -4.2% | -8.0% | -9.9% |
| 3M | -6.6% | +7.8% | -14.4% | -11.0% |
| 6M | +3.2% | +14.8% | -11.7% | -5.2% |
| YTD | -1.3% | +20.8% | -22.1% | -12.2% |
| 1Y | +13.6% | +23.1% | -9.5% | -0.4% |
| 3Y | +210.9% | +114.8% | +96.1% | +89.6% |
| 5Y | +246.9% | +103.3% | +143.6% | +108.9% |
| All | +318.8% | +173.3% | +145.5% | +103.5% |
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