+1,065.3%
RCL vs MAR
+2,498.9%
-1,433.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -5.1% | -4.2% | -0.9% | -1.5% |
| 30D | -19.0% | -6.7% | -12.3% | -14.0% |
| 3M | -9.6% | -12.5% | +2.9% | +0.6% |
| 6M | -6.7% | +0.6% | -7.3% | -7.7% |
| YTD | -3.9% | +9.1% | -13.0% | -11.5% |
| 1Y | -25.1% | +26.2% | -51.3% | -39.4% |
| 3Y | +179.1% | +68.2% | +111.0% | +76.9% |
| 5Y | +243.3% | +163.9% | +79.4% | +52.3% |
| 10Y | +325.8% | +420.6% | -94.8% | +22.7% |
| All | +1,065.3% | +2,498.9% | -1,433.6% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling