+342.5%
RCL vs MTB
+172.8%
+169.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -2.2% | +1.1% | -3.3% | -3.1% |
| 30D | -15.7% | -4.6% | -11.0% | -12.3% |
| 3M | -8.0% | +6.3% | -14.2% | -12.7% |
| 6M | -10.1% | +15.6% | -25.7% | -20.5% |
| YTD | -5.9% | +20.6% | -26.4% | -19.8% |
| 1Y | -23.5% | +22.5% | -46.0% | -35.6% |
| 3Y | +174.4% | +114.4% | +60.0% | +40.5% |
| 5Y | +227.1% | +101.9% | +125.3% | +64.9% |
| 10Y | +342.5% | +170.4% | +172.1% | +88.9% |
| All | +342.5% | +172.8% | +169.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling