+234.8%
RCL vs MDB
-28.4%
+263.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.8% |
| 7D | -5.1% | -17.4% | +12.3% | -1.3% |
| 30D | -19.0% | -2.0% | -17.0% | -19.3% |
| 3M | -9.6% | -3.0% | -6.6% | -10.3% |
| 6M | -6.7% | +48.7% | -55.4% | -17.7% |
| YTD | -3.9% | -12.1% | +8.2% | -5.4% |
| 1Y | -25.1% | +14.5% | -39.6% | -31.8% |
| 3Y | +179.1% | -6.1% | +185.3% | +143.8% |
| All | +234.8% | -28.4% | +263.2% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling