+569.6%
MA vs RRC
+72.2%
+497.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +11.0% | +25.2% | -14.2% | +8.3% |
| 3M | +17.9% | +27.8% | -10.0% | +14.7% |
| 6M | +33.2% | +27.2% | +5.9% | +29.5% |
| YTD | +16.5% | +48.2% | -31.7% | +11.3% |
| 1Y | +19.1% | +34.7% | -15.6% | +14.8% |
| 3Y | +70.6% | +62.2% | +8.3% | +59.7% |
| 5Y | +92.1% | +130.9% | -38.8% | +70.2% |
| 10Y | +569.6% | +73.4% | +496.1% | +402.7% |
| All | +569.6% | +72.2% | +497.4% | +402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling