+211.3%
MCD vs RBA
+236.6%
-25.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.3% |
| 7D | +5.9% | +2.5% | +3.4% | +5.4% |
| 30D | +19.6% | +11.6% | +8.1% | +17.0% |
| 3M | +3.3% | +1.5% | +1.8% | +2.8% |
| 6M | +3.5% | -6.6% | +10.1% | +4.1% |
| YTD | -6.1% | -6.3% | +0.1% | -6.2% |
| 1Y | -3.7% | -4.0% | +0.3% | -4.3% |
| 3Y | +13.4% | +47.3% | -33.9% | +0.8% |
| 5Y | +25.2% | +47.7% | -22.5% | +9.1% |
| 10Y | +211.3% | +224.7% | -13.5% | +101.4% |
| All | +211.3% | +236.6% | -25.3% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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