+167.0%
MPC vs RBA
+44.2%
+122.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -12.8% | +7.3% | -20.1% | -13.7% |
| 30D | -12.7% | +16.9% | -29.7% | -14.8% |
| 3M | +27.1% | -0.5% | +27.6% | +26.9% |
| 6M | +45.8% | -10.4% | +56.2% | +47.7% |
| YTD | +134.7% | -7.2% | +141.9% | +135.4% |
| 1Y | +106.0% | -2.2% | +108.3% | +103.9% |
| All | +167.0% | +44.2% | +122.8% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling