+259.1%
MP vs RBA
+163.9%
+95.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.1% | -5.7% |
| 7D | -12.5% | +12.7% | -25.2% | -16.0% |
| 30D | -23.3% | +15.5% | -38.9% | -27.0% |
| 3M | -24.4% | -14.0% | -10.3% | -21.2% |
| 6M | -45.8% | -8.8% | -36.9% | -45.1% |
| YTD | -28.9% | -6.9% | -22.0% | -28.9% |
| 1Y | -34.6% | -3.0% | -31.6% | -35.4% |
| 3Y | +118.7% | +44.2% | +74.5% | +89.9% |
| 5Y | -3.1% | +50.6% | -53.6% | -19.1% |
| All | +259.1% | +163.9% | +95.2% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling