-34.2%
MKC vs RBA
+44.6%
-78.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.1% |
| 7D | -4.3% | -1.1% | -3.3% | -4.3% |
| 30D | -2.0% | -13.2% | +11.2% | -0.6% |
| 3M | +10.0% | -21.4% | +31.4% | +12.3% |
| 6M | -18.5% | -20.9% | +2.3% | -16.9% |
| YTD | -22.4% | -19.9% | -2.6% | -21.3% |
| 1Y | -23.6% | -28.7% | +5.0% | -21.4% |
| 3Y | -30.4% | +27.4% | -57.9% | -32.9% |
| 5Y | -34.2% | +41.7% | -75.9% | -37.8% |
| All | -34.2% | +44.6% | -78.8% | -37.8% |
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