+224.4%
MRK vs RBA
+206.5%
+17.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.0% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | +8.3% | -2.9% | +11.2% | +8.6% |
| 3M | +20.0% | -20.9% | +41.0% | +23.3% |
| 6M | +25.7% | -17.7% | +43.3% | +28.3% |
| YTD | +38.7% | -18.2% | +56.9% | +41.4% |
| 1Y | +74.7% | -29.1% | +103.8% | +81.4% |
| 3Y | +45.4% | +29.5% | +15.8% | +38.2% |
| 5Y | +129.0% | +40.2% | +88.8% | +111.2% |
| All | +224.4% | +206.5% | +17.9% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling