+180.6%
RCL vs MAR
+71.3%
+109.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.3% |
| 7D | -5.1% | -4.2% | -0.9% | -1.3% |
| 30D | -19.0% | -6.7% | -12.3% | -13.7% |
| 3M | -9.6% | -12.5% | +2.9% | +1.5% |
| 6M | -6.7% | +0.6% | -7.3% | -8.4% |
| YTD | -3.9% | +9.1% | -13.0% | -13.1% |
| 1Y | -25.1% | +26.2% | -51.3% | -41.3% |
| All | +180.6% | +71.3% | +109.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling