+498.8%
MAR vs RRC
+73.1%
+425.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.6% | +6.4% | -4.8% | +0.6% |
| 30D | +13.8% | +23.9% | -10.1% | +9.7% |
| 3M | +20.3% | +30.2% | -9.9% | +14.9% |
| 6M | +21.3% | +26.3% | -4.9% | +16.1% |
| YTD | +37.2% | +48.1% | -10.9% | +27.2% |
| 1Y | +48.4% | +37.7% | +10.8% | +39.1% |
| 3Y | +120.1% | +60.3% | +59.8% | +98.4% |
| 5Y | +182.1% | +135.3% | +46.8% | +131.4% |
| All | +498.8% | +73.1% | +425.7% | +296.4% |
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 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