-23.3%
MKC vs RBA
-26.5%
+3.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -5.9% | -2.9% | -2.9% | -5.8% |
| 30D | -0.9% | -12.3% | +11.4% | -0.8% |
| 3M | +12.7% | -20.5% | +33.2% | +12.6% |
| 6M | -19.3% | -18.5% | -0.8% | -19.4% |
| YTD | -22.2% | -18.2% | -3.9% | -23.4% |
| 1Y | -23.3% | -27.5% | +4.2% | -23.1% |
| All | -23.3% | -26.5% | +3.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling