+163.8%
MPC vs RBA
+42.3%
+121.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -16.2% | +4.3% | -20.5% | -16.7% |
| 30D | -15.7% | +16.3% | -32.0% | -17.7% |
| 3M | +24.9% | +1.3% | +23.6% | +24.3% |
| 6M | +52.7% | -11.1% | +63.7% | +54.7% |
| YTD | +131.9% | -8.5% | +140.3% | +132.9% |
| 1Y | +96.6% | -2.1% | +98.8% | +94.3% |
| 3Y | +163.8% | +44.6% | +119.2% | +148.3% |
| All | +163.8% | +42.3% | +121.5% | +148.3% |
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