+234.8%
RCL vs MP
+58.1%
+176.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -5.1% | -2.9% | -2.2% | -4.6% |
| 30D | -19.0% | +13.8% | -32.8% | -21.1% |
| 3M | -9.6% | -16.7% | +7.1% | -7.4% |
| 6M | -6.7% | -11.5% | +4.8% | -6.5% |
| YTD | -3.9% | +7.9% | -11.9% | -8.7% |
| 1Y | -25.1% | -15.0% | -10.1% | -27.2% |
| 3Y | +179.1% | +153.5% | +25.6% | +80.8% |
| All | +234.8% | +58.1% | +176.7% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling