-31.8%
MP vs RBA
-3.3%
-28.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.3% | +5.1% |
| 7D | -10.5% | +4.3% | -14.8% | -11.2% |
| 30D | -23.5% | +16.3% | -39.9% | -25.6% |
| 3M | -25.4% | +1.3% | -26.8% | -25.5% |
| 6M | -51.3% | -11.1% | -40.2% | -51.3% |
| YTD | -29.9% | -8.5% | -21.4% | -35.4% |
| 1Y | -31.8% | -2.1% | -29.7% | -42.5% |
| All | -31.8% | -3.3% | -28.6% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling