+350.6%
RCL vs MAR
+415.4%
-64.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +2.2% |
| 7D | -0.5% | -1.7% | +1.3% | +1.4% |
| 30D | -17.3% | -6.9% | -10.4% | -10.8% |
| 3M | -2.8% | -15.8% | +13.1% | +15.7% |
| 6M | -4.4% | +1.9% | -6.3% | -7.5% |
| YTD | -4.2% | +6.6% | -10.8% | -12.1% |
| 1Y | -23.4% | +23.7% | -47.0% | -40.6% |
| 3Y | +179.4% | +64.6% | +114.8% | +57.0% |
| 5Y | +238.8% | +156.4% | +82.4% | +16.9% |
| All | +350.6% | +415.4% | -64.8% | -0.1% |
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