+543.7%
RCL vs MP
+240.8%
+302.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.9% | -2.0% |
| 7D | +3.9% | -19.0% | +22.9% | +7.9% |
| 30D | +11.8% | -30.5% | +42.2% | +19.2% |
| 3M | -0.8% | -29.6% | +28.7% | +5.0% |
| 6M | +23.6% | -50.4% | +74.0% | +38.3% |
| YTD | +17.6% | -33.2% | +50.8% | +21.7% |
| 1Y | +28.3% | -38.6% | +66.9% | +33.7% |
| 3Y | +261.4% | +105.5% | +156.0% | +144.4% |
| 5Y | +245.3% | -7.8% | +253.2% | +184.4% |
| All | +543.7% | +240.8% | +302.9% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling