+3,981.0%
RCL vs MDY
+2,594.0%
+1,387.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | -1.2% | +2.3% | -3.5% | -4.1% |
| 30D | +17.8% | +2.0% | +15.8% | +14.9% |
| 3M | +4.9% | -5.6% | +10.6% | +13.4% |
| 6M | +23.7% | +1.3% | +22.4% | +22.2% |
| YTD | +17.8% | +12.3% | +5.5% | +2.3% |
| 1Y | +28.9% | +15.8% | +13.1% | +7.8% |
| 3Y | +241.9% | +56.5% | +185.4% | +95.5% |
| 5Y | +295.4% | +35.1% | +260.3% | +189.9% |
| 10Y | +344.1% | +167.4% | +176.7% | +61.2% |
| All | +3,981.0% | +2,594.0% | +1,387.0% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling