-32.6%
MP vs RIG
+34.1%
-66.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.9% |
| 7D | +9.5% | +5.7% | +3.7% | +8.6% |
| 30D | -3.0% | -0.7% | -2.3% | -3.1% |
| 3M | -30.4% | -3.1% | -27.2% | -30.4% |
| 6M | -39.2% | -16.3% | -22.9% | -39.3% |
| YTD | -23.3% | +34.1% | -57.4% | -36.7% |
| 1Y | -32.6% | +38.2% | -70.8% | -45.6% |
| All | -32.6% | +34.1% | -66.8% | -45.6% |
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