+1,707.0%
MCD vs RBA
+3,565.6%
-1,858.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | -2.9% | +0.1% | -2.4% |
| 30D | -6.0% | -12.3% | +6.3% | -4.2% |
| 3M | -5.6% | -20.5% | +14.9% | -2.6% |
| 6M | -21.9% | -18.5% | -3.3% | -19.8% |
| YTD | -14.7% | -18.2% | +3.5% | -12.8% |
| 1Y | -17.3% | -27.5% | +10.2% | -13.8% |
| 3Y | -2.2% | +38.1% | -40.2% | -9.0% |
| 5Y | +20.3% | +44.8% | -24.5% | +9.2% |
| 10Y | +180.7% | +187.1% | -6.4% | +123.8% |
| All | +1,707.0% | +3,565.6% | -1,858.6% | +947.3% |
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