-37.3%
MP vs RBA
-5.6%
-31.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.1% |
| 7D | +11.0% | -0.5% | +11.5% | +11.0% |
| 30D | -11.7% | +6.8% | -18.6% | -12.5% |
| 3M | -30.8% | +9.5% | -40.2% | -31.6% |
| 6M | -42.9% | -8.2% | -34.7% | -43.8% |
| YTD | -25.9% | -7.7% | -18.1% | -29.4% |
| 1Y | -37.3% | -6.9% | -30.4% | -40.3% |
| All | -37.3% | -5.6% | -31.7% | -40.3% |
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