+58.1%
MP vs RBA
+45.3%
+12.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | -2.9% | +0.1% | -1.9% |
| 30D | +13.8% | -12.3% | +26.1% | +18.8% |
| 3M | -16.7% | -20.5% | +3.8% | -11.3% |
| 6M | -11.5% | -18.5% | +7.1% | -7.0% |
| YTD | +7.9% | -18.2% | +26.2% | +13.0% |
| 1Y | -15.0% | -27.5% | +12.5% | -6.9% |
| 3Y | +153.5% | +38.1% | +115.4% | +123.1% |
| All | +58.1% | +45.3% | +12.9% | +28.6% |
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