+91.6%
MA vs RCL
+295.0%
-203.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.8% | +8.5% | -6.7% | 0.0% |
| 30D | +11.8% | +20.4% | -8.6% | +7.3% |
| 3M | +17.2% | +11.0% | +6.2% | +14.2% |
| 6M | +33.4% | +24.9% | +8.5% | +25.9% |
| YTD | +16.1% | +23.9% | -7.7% | +8.5% |
| 1Y | +19.9% | +30.8% | -10.9% | +10.5% |
| 3Y | +70.1% | +270.4% | -200.3% | +18.3% |
| All | +91.6% | +295.0% | -203.4% | +31.9% |
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 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