+1,792.8%
MCK vs RBA
+3,468.6%
-1,675.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -3.6% | -1.9% | -1.7% | -3.3% |
| 30D | +1.4% | -13.0% | +14.4% | +3.7% |
| 3M | +13.8% | -23.1% | +36.9% | +18.1% |
| 6M | -5.2% | -22.6% | +17.4% | -1.8% |
| YTD | +9.0% | -20.4% | +29.4% | +12.0% |
| 1Y | +26.9% | -29.6% | +56.5% | +32.9% |
| 3Y | +114.7% | +26.6% | +88.2% | +100.9% |
| 5Y | +347.1% | +38.2% | +308.9% | +303.7% |
| 10Y | +446.4% | +194.7% | +251.6% | +317.5% |
| All | +1,792.8% | +3,468.6% | -1,675.8% | +1,030.5% |
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