+267.3%
MP vs RBA
+165.5%
+101.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | -15.3% | +9.0% | -24.3% | -17.7% |
| 3M | -33.5% | +7.2% | -40.7% | -35.3% |
| 6M | -45.5% | -7.8% | -37.8% | -45.1% |
| YTD | -27.3% | -6.4% | -20.9% | -27.4% |
| 1Y | -40.7% | -4.2% | -36.5% | -41.3% |
| 3Y | +145.9% | +64.1% | +81.8% | +105.5% |
| 5Y | -13.9% | +48.4% | -62.3% | -27.4% |
| All | +267.3% | +165.5% | +101.8% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling