+1,157.1%
MKC vs RBA
+3,565.6%
-2,408.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -5.9% | -2.9% | -2.9% | -5.5% |
| 30D | -0.9% | -12.3% | +11.4% | +0.6% |
| 3M | +12.7% | -20.5% | +33.2% | +15.5% |
| 6M | -19.3% | -18.5% | -0.8% | -17.6% |
| YTD | -22.2% | -18.2% | -3.9% | -20.8% |
| 1Y | -23.3% | -27.5% | +4.2% | -20.9% |
| 3Y | -30.0% | +38.1% | -68.1% | -33.6% |
| 5Y | -33.8% | +44.8% | -78.6% | -38.3% |
| 10Y | +24.4% | +187.1% | -162.7% | +5.1% |
| All | +1,157.1% | +3,565.6% | -2,408.5% | +758.9% |
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