+1,068.0%
MKC vs RBA
+4,102.2%
-3,034.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -1.9% | +2.5% | -4.4% | -2.2% |
| 30D | +8.0% | +11.6% | -3.6% | +6.6% |
| 3M | -8.6% | +1.5% | -10.1% | -8.9% |
| 6M | +1.1% | -6.6% | +7.7% | +1.5% |
| YTD | -27.7% | -6.3% | -21.4% | -27.6% |
| 1Y | -23.7% | -4.0% | -19.8% | -23.9% |
| 3Y | -19.4% | +47.3% | -66.7% | -24.1% |
| 5Y | -33.3% | +47.7% | -81.0% | -38.0% |
| 10Y | +24.0% | +224.7% | -200.7% | +3.2% |
| All | +1,068.0% | +4,102.2% | -3,034.2% | +684.7% |
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 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