+197.3%
RCL vs MDB
+848.0%
-650.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.9% |
| 7D | +6.5% | -11.4% | +17.9% | +8.8% |
| 30D | +15.9% | -13.8% | +29.7% | +18.7% |
| 3M | +2.7% | -15.5% | +18.1% | +4.0% |
| 6M | +15.2% | +17.9% | -2.7% | +7.2% |
| YTD | +19.2% | -25.5% | +44.7% | +19.9% |
| 1Y | +31.6% | -12.1% | +43.7% | +26.8% |
| 3Y | +274.2% | -5.9% | +280.1% | +229.8% |
| 5Y | +250.1% | -43.7% | +293.8% | +208.1% |
| All | +197.3% | +848.0% | -650.7% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling