+135.1%
MRK vs RBA
+40.7%
+94.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.1% |
| 7D | -0.9% | -1.1% | +0.1% | -0.9% |
| 30D | +15.5% | -13.2% | +28.7% | +16.4% |
| 3M | +25.1% | -21.4% | +46.5% | +26.7% |
| 6M | +30.1% | -20.9% | +51.0% | +31.7% |
| YTD | +43.1% | -19.9% | +63.0% | +44.5% |
| 1Y | +82.5% | -28.7% | +111.1% | +85.4% |
| 3Y | +49.3% | +27.4% | +21.9% | +48.4% |
| All | +135.1% | +40.7% | +94.3% | +123.8% |
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