+72.1%
MA vs RCL
+266.4%
-194.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | +2.3% | +6.5% | -4.2% | +1.1% |
| 30D | +14.7% | +15.9% | -1.2% | +11.6% |
| 3M | +13.5% | +2.7% | +10.8% | +12.7% |
| 6M | +33.1% | +15.2% | +17.9% | +28.8% |
| YTD | +15.1% | +19.2% | -4.2% | +9.6% |
| 1Y | +18.7% | +31.6% | -12.9% | +10.5% |
| 3Y | +72.1% | +274.2% | -202.1% | +39.0% |
| All | +72.1% | +266.4% | -194.3% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling