-33.3%
MKC vs RBA
+47.6%
-80.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -1.9% | +2.5% | -4.4% | -2.2% |
| 30D | +8.0% | +11.6% | -3.6% | +6.7% |
| 3M | -8.6% | +1.5% | -10.1% | -8.9% |
| 6M | +1.1% | -6.6% | +7.7% | +1.2% |
| YTD | -27.7% | -6.3% | -21.4% | -27.9% |
| 1Y | -23.7% | -4.0% | -19.8% | -24.2% |
| 3Y | -19.4% | +47.3% | -66.7% | -23.5% |
| 5Y | -33.3% | +47.7% | -81.0% | -37.7% |
| All | -33.3% | +47.6% | -80.9% | -37.7% |
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