+3,554.7%
RBA vs MDY
+1,362.2%
+2,192.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.9% | +0.1% | -3.1% | -3.0% |
| 30D | -12.3% | -1.5% | -10.8% | -11.7% |
| 3M | -20.5% | +0.8% | -21.3% | -20.8% |
| 6M | -18.5% | +7.4% | -26.0% | -21.5% |
| YTD | -18.2% | +15.2% | -33.4% | -23.9% |
| 1Y | -27.5% | +16.5% | -44.0% | -33.0% |
| 3Y | +38.1% | +46.8% | -8.7% | +12.8% |
| 5Y | +44.8% | +46.0% | -1.2% | +17.7% |
| 10Y | +187.1% | +172.1% | +15.1% | +69.4% |
| All | +3,554.7% | +1,362.2% | +2,192.5% | +981.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling