+601.0%
MPC vs RBA
+45.7%
+555.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +11.2% | +1.7% | +9.5% | +11.0% |
| 30D | -14.5% | +8.3% | -22.8% | -15.6% |
| 3M | +16.7% | +10.5% | +6.1% | +14.8% |
| 6M | +67.6% | -5.9% | +73.4% | +68.1% |
| YTD | +157.9% | -6.9% | +164.8% | +158.6% |
| 1Y | +116.7% | -4.9% | +121.5% | +116.3% |
| 3Y | +199.8% | +64.5% | +135.3% | +175.8% |
| All | +601.0% | +45.7% | +555.3% | +589.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling