-7.8%
MP vs RBA
+48.6%
-56.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -19.0% | +7.3% | -26.3% | -21.0% |
| 30D | -30.5% | +16.9% | -47.4% | -34.2% |
| 3M | -29.6% | -0.5% | -29.1% | -29.8% |
| 6M | -50.4% | -10.4% | -40.0% | -49.5% |
| YTD | -33.2% | -7.2% | -26.0% | -33.2% |
| 1Y | -38.6% | -2.2% | -36.3% | -39.7% |
| 3Y | +105.5% | +43.7% | +61.8% | +77.2% |
| 5Y | -7.8% | +38.7% | -46.5% | -25.6% |
| All | -7.8% | +48.6% | -56.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling