-2.1%
MA vs RCL
-24.0%
+21.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +1.4% | -17.3% | +18.8% | +4.4% |
| 3M | +17.7% | -2.8% | +20.5% | +17.8% |
| 6M | +9.7% | -4.4% | +14.1% | +9.6% |
| YTD | +0.5% | -4.2% | +4.7% | -0.2% |
| 1Y | -2.1% | -23.4% | +21.3% | -0.9% |
| All | -2.1% | -24.0% | +21.9% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling