+216.2%
RL vs MTB
+116.9%
+99.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.8% | +1.7% | -2.5% | -1.8% |
| 30D | -7.8% | -4.2% | -3.6% | -5.5% |
| 3M | -4.0% | +8.9% | -12.9% | -8.7% |
| 6M | -1.9% | +10.9% | -12.8% | -7.6% |
| YTD | -0.2% | +21.5% | -21.7% | -10.7% |
| 1Y | +10.7% | +21.9% | -11.2% | -1.4% |
| All | +216.2% | +116.9% | +99.3% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling