+92.3%
MA vs RRC
+110.6%
-18.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +2.3% | -10.8% | +13.1% | +3.6% |
| 30D | +14.7% | +22.3% | -7.6% | +11.4% |
| 3M | +13.5% | +26.6% | -13.1% | +9.7% |
| 6M | +33.1% | +18.9% | +14.2% | +29.5% |
| YTD | +15.1% | +39.2% | -24.1% | +9.2% |
| 1Y | +18.7% | +34.0% | -15.2% | +13.2% |
| 3Y | +72.1% | +42.0% | +30.1% | +60.1% |
| All | +92.3% | +110.6% | -18.3% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling