+1,106.2%
MPC vs RBA
+236.6%
+869.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.9% |
| 7D | -9.4% | +2.5% | -11.9% | -10.1% |
| 30D | -14.3% | +11.6% | -25.9% | -17.4% |
| 3M | +31.1% | +1.5% | +29.6% | +29.7% |
| 6M | +60.3% | -6.6% | +66.9% | +61.5% |
| YTD | +142.5% | -6.3% | +148.8% | +142.2% |
| 1Y | +104.6% | -4.0% | +108.5% | +102.4% |
| 3Y | +191.7% | +47.3% | +144.4% | +143.6% |
| 5Y | +549.2% | +47.7% | +501.6% | +423.7% |
| 10Y | +1,106.2% | +224.7% | +881.5% | +492.5% |
| All | +1,106.2% | +236.6% | +869.7% | +492.5% |
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 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