+25.2%
MCD vs RBA
+48.5%
-23.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +7.3% | +3.2% | +4.1% | +6.9% |
| 30D | +20.0% | +12.0% | +7.9% | +18.4% |
| 3M | +3.8% | +2.9% | +0.9% | +3.3% |
| 6M | +3.8% | -6.3% | +10.0% | +3.9% |
| YTD | -5.9% | -5.9% | 0.0% | -6.1% |
| 1Y | -3.2% | -3.9% | +0.7% | -3.8% |
| 3Y | +13.3% | +64.9% | -51.6% | +5.2% |
| 5Y | +25.2% | +48.5% | -23.2% | +21.0% |
| All | +25.2% | +48.5% | -23.2% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling