-29.7%
MKC vs RBA
+32.9%
-62.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -5.9% | -2.9% | -2.9% | -5.6% |
| 30D | -0.9% | -12.3% | +11.4% | +0.4% |
| 3M | +12.7% | -20.5% | +33.2% | +14.9% |
| 6M | -19.3% | -18.5% | -0.8% | -18.0% |
| YTD | -22.2% | -18.2% | -3.9% | -21.4% |
| 1Y | -23.3% | -27.5% | +4.2% | -21.1% |
| All | -29.7% | +32.9% | -62.6% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling