+1,135.3%
MPC vs RBA
+209.3%
+925.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -12.2% | +9.0% | -21.2% | -14.7% |
| 3M | +20.1% | +7.2% | +12.9% | +16.9% |
| 6M | +60.6% | -7.8% | +68.4% | +62.4% |
| YTD | +150.6% | -6.4% | +156.9% | +150.3% |
| 1Y | +104.7% | -4.2% | +108.8% | +102.6% |
| 3Y | +194.5% | +64.1% | +130.4% | +137.3% |
| 5Y | +582.3% | +48.4% | +533.9% | +448.7% |
| 10Y | +1,135.3% | +209.9% | +925.3% | +516.7% |
| All | +1,135.3% | +209.3% | +925.9% | +516.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling