+101.9%
MPC vs RBA
-4.2%
+106.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.5% |
| 7D | -9.4% | +2.5% | -11.9% | -9.5% |
| 30D | -14.3% | +11.6% | -25.9% | -14.6% |
| 3M | +31.1% | +1.5% | +29.6% | +30.9% |
| 6M | +60.3% | -6.6% | +66.9% | +60.8% |
| YTD | +142.5% | -6.3% | +148.8% | +145.6% |
| All | +101.9% | -4.2% | +106.1% | +103.0% |
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