+32.0%
RCL vs MP
-35.7%
+67.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.1% | +11.5% | +6.8% |
| 7D | +11.7% | -12.5% | +24.2% | +12.9% |
| 30D | +21.1% | -23.3% | +44.5% | +23.6% |
| 3M | +2.9% | -24.4% | +27.2% | +5.0% |
| 6M | +29.8% | -45.8% | +75.6% | +35.8% |
| YTD | +21.4% | -28.9% | +50.3% | +21.4% |
| 1Y | +32.0% | -34.6% | +66.6% | +32.2% |
| All | +32.0% | -35.7% | +67.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling