+1,864.9%
MCD vs RBA
+4,058.7%
-2,193.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +8.0% | +7.3% | +0.7% | +6.9% |
| 30D | +19.6% | +16.9% | +2.7% | +16.7% |
| 3M | +2.2% | -0.5% | +2.7% | +2.1% |
| 6M | -1.1% | -10.4% | +9.3% | 0.0% |
| YTD | -7.2% | -7.2% | 0.0% | -7.0% |
| 1Y | -6.7% | -2.2% | -4.5% | -7.3% |
| 3Y | +11.6% | +43.7% | -32.1% | +3.2% |
| 5Y | +22.6% | +38.7% | -16.0% | +12.3% |
| 10Y | +218.4% | +231.7% | -13.3% | +148.3% |
| All | +1,864.9% | +4,058.7% | -2,193.8% | +1,016.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling