+331.2%
RCL vs MDY
+175.0%
+156.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +1.2% |
| 7D | -2.5% | -2.5% | +0.1% | +1.5% |
| 30D | -15.7% | -5.0% | -10.6% | -8.6% |
| 3M | -3.6% | +0.5% | -4.1% | -4.2% |
| 6M | -8.7% | +8.0% | -16.7% | -18.1% |
| YTD | -6.2% | +12.2% | -18.3% | -20.7% |
| 1Y | -22.9% | +14.0% | -36.8% | -36.4% |
| 3Y | +173.6% | +48.2% | +125.4% | +50.2% |
| 5Y | +226.6% | +46.1% | +180.5% | +91.7% |
| All | +331.2% | +175.0% | +156.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling