+1,395.2%
RL vs MTB
+1,376.0%
+19.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.8% | +1.7% | -2.5% | -1.7% |
| 30D | -7.8% | -4.2% | -3.6% | -5.8% |
| 3M | -4.0% | +8.9% | -12.9% | -8.2% |
| 6M | -1.9% | +10.9% | -12.8% | -6.9% |
| YTD | -0.2% | +21.5% | -21.7% | -9.7% |
| 1Y | +10.7% | +21.9% | -11.2% | -0.3% |
| 3Y | +210.8% | +109.2% | +101.5% | +109.4% |
| 5Y | +238.2% | +102.0% | +136.3% | +125.9% |
| 10Y | +313.4% | +171.9% | +141.4% | +132.8% |
| All | +1,395.2% | +1,376.0% | +19.3% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling