+1,079.5%
MPC vs RBA
+224.6%
+854.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -16.2% | +4.3% | -20.5% | -17.4% |
| 30D | -15.7% | +16.3% | -32.0% | -19.8% |
| 3M | +24.9% | +1.3% | +23.6% | +23.6% |
| 6M | +52.7% | -11.1% | +63.7% | +56.2% |
| YTD | +131.9% | -8.5% | +140.3% | +133.2% |
| 1Y | +96.6% | -2.1% | +98.8% | +93.0% |
| 3Y | +163.8% | +44.6% | +119.2% | +121.2% |
| 5Y | +533.1% | +36.8% | +496.3% | +426.5% |
| All | +1,079.5% | +224.6% | +854.9% | +483.5% |
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