+101.9%
MPC vs RCL
+32.4%
+69.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +5.2% |
| 7D | -9.4% | +5.0% | -14.4% | -8.3% |
| 30D | -14.3% | +19.4% | -33.7% | -10.9% |
| 3M | +31.1% | +5.9% | +25.2% | +33.1% |
| 6M | +60.3% | +23.8% | +36.5% | +68.5% |
| YTD | +142.5% | +22.8% | +119.7% | +155.2% |
| All | +101.9% | +32.4% | +69.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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