+331.9%
RCL vs MAR
+529.3%
-197.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -1.2% | +1.6% | -2.8% | -2.9% |
| 30D | +17.8% | +13.8% | +4.0% | +2.6% |
| 3M | +4.9% | +20.3% | -15.3% | -14.3% |
| 6M | +23.7% | +21.3% | +2.4% | -1.5% |
| YTD | +17.8% | +37.2% | -19.4% | -17.9% |
| 1Y | +28.9% | +48.4% | -19.5% | -17.4% |
| 3Y | +241.9% | +120.1% | +121.8% | +39.7% |
| 5Y | +295.4% | +182.1% | +113.3% | +23.4% |
| All | +331.9% | +529.3% | -197.4% | -12.8% |
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