+8.6%
MCD vs RBA
+63.1%
-54.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.7% |
| 7D | -1.6% | +1.7% | -3.4% | -1.8% |
| 30D | +14.1% | +8.3% | +5.8% | +13.1% |
| 3M | +0.6% | +10.5% | -9.9% | -0.6% |
| 6M | 0.0% | -5.9% | +5.9% | -0.1% |
| YTD | -9.3% | -6.9% | -2.4% | -9.9% |
| 1Y | -9.3% | -4.9% | -4.4% | -10.3% |
| 3Y | +8.6% | +64.5% | -55.8% | -2.4% |
| All | +8.6% | +63.1% | -54.5% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling