+593.1%
MA vs RCL
+340.1%
+253.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | +9.6% | +17.8% | -8.2% | +5.2% |
| 3M | +16.8% | +4.9% | +11.8% | +15.0% |
| 6M | +35.2% | +23.7% | +11.5% | +27.0% |
| YTD | +16.6% | +17.8% | -1.3% | +9.3% |
| 1Y | +19.8% | +28.9% | -9.1% | +9.7% |
| 3Y | +70.7% | +241.9% | -171.2% | +17.6% |
| 5Y | +87.4% | +295.4% | -208.0% | +17.4% |
| All | +593.1% | +340.1% | +253.0% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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