+4,549.4%
RCL vs MTB
+3,470.3%
+1,079.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.1% | +1.7% | -6.8% | -6.3% |
| 30D | -19.0% | -4.2% | -14.8% | -16.5% |
| 3M | -9.6% | +8.9% | -18.4% | -15.1% |
| 6M | -6.7% | +10.9% | -17.6% | -13.6% |
| YTD | -3.9% | +21.5% | -25.4% | -16.8% |
| 1Y | -25.1% | +21.9% | -47.0% | -35.2% |
| 3Y | +179.1% | +109.2% | +69.9% | +60.2% |
| 5Y | +243.3% | +102.0% | +141.3% | +95.1% |
| 10Y | +325.8% | +171.9% | +153.8% | +102.8% |
| All | +4,549.4% | +3,470.3% | +1,079.1% | +770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling