+375.0%
RCL vs MAR
+528.1%
-153.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -2.0% |
| 7D | +8.5% | +2.9% | +5.7% | +5.4% |
| 30D | +20.4% | +17.0% | +3.4% | +1.7% |
| 3M | +11.0% | +23.2% | -12.2% | -11.6% |
| 6M | +24.9% | +21.7% | +3.1% | -0.9% |
| YTD | +23.9% | +38.9% | -15.0% | -14.7% |
| 1Y | +30.8% | +48.7% | -17.8% | -16.3% |
| 3Y | +270.4% | +122.9% | +147.5% | +49.5% |
| 5Y | +296.1% | +177.5% | +118.6% | +26.2% |
| 10Y | +375.0% | +537.5% | -162.5% | -8.9% |
| All | +375.0% | +528.1% | -153.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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