+73.1%
MA vs RRC
+156.2%
-83.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | +1.5% | +10.1% | -8.6% | +0.3% |
| 3M | +20.4% | +4.0% | +16.4% | +19.7% |
| 6M | +11.1% | +1.6% | +9.6% | +10.5% |
| YTD | +2.0% | +19.7% | -17.8% | -0.9% |
| 1Y | -2.2% | +21.4% | -23.6% | -5.4% |
| 3Y | +41.9% | +29.7% | +12.2% | +33.8% |
| All | +73.1% | +156.2% | -83.2% | +47.5% |
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