+117.2%
MPC vs RBA
-2.0%
+119.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.1% | -10.2% | -8.1% |
| 7D | -10.9% | +12.7% | -23.6% | -11.2% |
| 30D | -9.4% | +15.5% | -25.0% | -9.9% |
| 3M | +26.0% | -14.0% | +40.0% | +27.4% |
| 6M | +56.5% | -8.8% | +65.3% | +57.3% |
| YTD | +144.3% | -6.9% | +151.2% | +149.4% |
| 1Y | +117.2% | -3.0% | +120.2% | +120.2% |
| All | +117.2% | -2.0% | +119.2% | +120.2% |
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