+568.4%
MA vs RCL
+381.8%
+186.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.8% | +8.5% | -6.7% | -0.2% |
| 30D | +11.8% | +20.4% | -8.6% | +6.8% |
| 3M | +17.2% | +11.0% | +6.2% | +13.8% |
| 6M | +33.4% | +24.9% | +8.5% | +25.0% |
| YTD | +16.1% | +23.9% | -7.7% | +7.6% |
| 1Y | +19.9% | +30.8% | -10.9% | +9.4% |
| 3Y | +70.1% | +270.4% | -200.3% | +14.9% |
| 5Y | +89.6% | +296.1% | -206.5% | +18.9% |
| 10Y | +568.4% | +375.0% | +193.4% | +267.9% |
| All | +568.4% | +381.8% | +186.6% | +267.9% |
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