+4,023.7%
RBA vs MDY
+1,327.6%
+2,696.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -0.5% | +3.0% | -3.6% | -2.1% |
| 30D | +6.8% | +0.8% | +6.0% | +6.3% |
| 3M | +9.5% | -5.1% | +14.6% | +12.4% |
| 6M | -8.2% | +1.2% | -9.4% | -8.8% |
| YTD | -7.7% | +12.5% | -20.2% | -13.1% |
| 1Y | -6.9% | +13.8% | -20.7% | -12.8% |
| 3Y | +61.6% | +56.4% | +5.2% | +28.0% |
| 5Y | +44.7% | +35.3% | +9.4% | +22.3% |
| 10Y | +205.3% | +167.7% | +37.6% | +81.6% |
| All | +4,023.7% | +1,327.6% | +2,696.1% | +1,135.2% |
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