+120.9%
MPC vs RBA
-26.5%
+147.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +5.4% | -2.9% | +8.4% | +5.5% |
| 30D | +31.0% | -12.3% | +43.3% | +31.4% |
| 3M | +46.0% | -20.5% | +66.6% | +47.3% |
| 6M | +77.3% | -18.5% | +95.9% | +78.9% |
| YTD | +141.9% | -18.2% | +160.1% | +148.6% |
| 1Y | +120.9% | -27.5% | +148.4% | +122.1% |
| All | +120.9% | -26.5% | +147.5% | +122.1% |
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