+339.0%
MCK vs RBA
+39.4%
+299.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +0.4% | -2.9% | +3.3% | +0.6% |
| 3M | +12.1% | -20.9% | +33.0% | +13.2% |
| 6M | -5.4% | -17.7% | +12.2% | -4.9% |
| YTD | +7.8% | -18.2% | +26.0% | +8.4% |
| 1Y | +22.9% | -29.1% | +52.0% | +25.0% |
| 3Y | +110.7% | +29.5% | +81.2% | +103.1% |
| All | +339.0% | +39.4% | +299.6% | +313.9% |
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