+238.8%
RCL vs MTB
+102.5%
+136.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -0.5% | +2.8% | -3.2% | -2.4% |
| 30D | -17.3% | -4.2% | -13.2% | -14.9% |
| 3M | -2.8% | +7.8% | -10.5% | -7.8% |
| 6M | -4.4% | +14.8% | -19.2% | -13.2% |
| YTD | -4.2% | +20.8% | -24.9% | -16.0% |
| 1Y | -23.4% | +23.1% | -46.5% | -33.7% |
| 3Y | +179.4% | +114.8% | +64.6% | +67.7% |
| 5Y | +238.8% | +103.3% | +135.5% | +111.9% |
| All | +238.8% | +102.5% | +136.3% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling