-29.6%
RBA vs MDY
+14.2%
-43.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.3% |
| 30D | -13.0% | -3.9% | -9.1% | -10.3% |
| 3M | -23.1% | 0.0% | -23.1% | -23.1% |
| 6M | -22.6% | +8.5% | -31.1% | -27.9% |
| YTD | -20.4% | +13.2% | -33.6% | -27.8% |
| 1Y | -29.6% | +15.0% | -44.6% | -37.0% |
| All | -29.6% | +14.2% | -43.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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