+261.1%
RCL vs MTB
+63.3%
+197.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.0% |
| 7D | +6.5% | -1.3% | +7.8% | +7.6% |
| 30D | +15.9% | +0.5% | +15.4% | +15.6% |
| 3M | +2.7% | -12.4% | +15.1% | +12.6% |
| 6M | +15.2% | +1.5% | +13.7% | +13.7% |
| YTD | +19.2% | +10.3% | +8.9% | +11.1% |
| 1Y | +31.6% | +22.2% | +9.4% | +14.4% |
| 3Y | +274.2% | +96.9% | +177.2% | +136.9% |
| All | +261.1% | +63.3% | +197.8% | +153.6% |
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