+287.6%
MP vs RBA
+164.1%
+123.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | +9.5% | +1.7% | +7.7% | +8.9% |
| 30D | -3.0% | +8.3% | -11.3% | -5.6% |
| 3M | -30.4% | +10.5% | -40.9% | -32.9% |
| 6M | -39.2% | -5.9% | -33.3% | -39.2% |
| YTD | -23.3% | -6.9% | -16.4% | -23.2% |
| 1Y | -32.6% | -4.9% | -27.8% | -33.1% |
| 3Y | +159.3% | +64.5% | +94.8% | +116.6% |
| 5Y | -16.4% | +46.1% | -62.5% | -29.3% |
| All | +287.6% | +164.1% | +123.5% | +112.1% |
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