+19.9%
MA vs RCL
+33.5%
-13.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.8% | +8.5% | -6.7% | +0.5% |
| 30D | +11.8% | +20.4% | -8.6% | +8.7% |
| 3M | +17.2% | +11.0% | +6.2% | +15.2% |
| 6M | +33.4% | +24.9% | +8.5% | +28.2% |
| YTD | +16.1% | +23.9% | -7.7% | +10.2% |
| 1Y | +19.9% | +30.8% | -10.9% | +11.0% |
| All | +19.9% | +33.5% | -13.6% | +11.0% |
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 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