-34.6%
MP vs RIG
+43.0%
-77.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.6% | +2.6% | -3.9% |
| 7D | -12.5% | -18.8% | +6.2% | -9.8% |
| 30D | -23.3% | -1.1% | -22.2% | -23.5% |
| 3M | -24.4% | +4.4% | -28.8% | -25.6% |
| 6M | -45.8% | -20.8% | -25.0% | -44.9% |
| YTD | -28.9% | +32.0% | -60.9% | -45.7% |
| 1Y | -34.6% | +39.7% | -74.3% | -53.4% |
| All | -34.6% | +43.0% | -77.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling