+517.0%
MA vs RCL
+335.6%
+181.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | -5.1% | +2.4% | -1.5% |
| 30D | +1.5% | -19.0% | +20.5% | +6.8% |
| 3M | +20.4% | -9.6% | +30.0% | +22.8% |
| 6M | +11.1% | -6.7% | +17.8% | +11.5% |
| YTD | +2.0% | -3.9% | +5.9% | +0.9% |
| 1Y | -2.2% | -25.1% | +22.9% | +2.6% |
| 3Y | +41.9% | +179.1% | -137.2% | +2.9% |
| 5Y | +75.4% | +243.3% | -168.0% | +13.9% |
| All | +517.0% | +335.6% | +181.4% | +242.3% |
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