+139.6%
RCL vs MDB
+1,017.4%
-877.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.7% |
| 7D | -5.1% | -17.4% | +12.3% | -1.7% |
| 30D | -19.0% | -2.0% | -17.0% | -19.3% |
| 3M | -9.6% | -3.0% | -6.6% | -10.2% |
| 6M | -6.7% | +48.7% | -55.4% | -16.3% |
| YTD | -3.9% | -12.1% | +8.2% | -5.3% |
| 1Y | -25.1% | +14.5% | -39.6% | -30.8% |
| 3Y | +179.1% | -6.1% | +185.3% | +149.8% |
| 5Y | +243.3% | -27.3% | +270.6% | +191.4% |
| All | +139.6% | +1,017.4% | -877.8% | +23.3% |
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