+88.5%
MA vs RCL
+292.5%
-204.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +9.6% | +17.8% | -8.2% | +5.7% |
| 3M | +16.8% | +4.9% | +11.8% | +15.2% |
| 6M | +35.2% | +23.7% | +11.5% | +27.8% |
| YTD | +16.6% | +17.8% | -1.3% | +10.1% |
| 1Y | +19.8% | +28.9% | -9.1% | +10.6% |
| 3Y | +70.7% | +241.9% | -171.2% | +20.7% |
| All | +88.5% | +292.5% | -204.0% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling