+205.9%
MCD vs RBA
+209.3%
-3.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +16.6% | +9.0% | +7.7% | +14.6% |
| 3M | +0.9% | +7.2% | -6.2% | -0.6% |
| 6M | +1.5% | -7.8% | +9.2% | +2.3% |
| YTD | -8.3% | -6.4% | -2.0% | -8.4% |
| 1Y | -8.1% | -4.2% | -4.0% | -8.7% |
| 3Y | +10.3% | +64.1% | -53.7% | -4.2% |
| 5Y | +23.4% | +48.4% | -25.0% | +7.3% |
| 10Y | +205.9% | +209.9% | -4.0% | +97.2% |
| All | +205.9% | +209.3% | -3.4% | +97.2% |
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