-31.8%
MP vs RIG
+34.0%
-65.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.5% |
| 7D | -10.5% | -24.5% | +14.0% | -6.7% |
| 30D | -23.5% | -2.8% | -20.8% | -23.4% |
| 3M | -25.4% | +1.6% | -27.0% | -26.3% |
| 6M | -51.3% | -15.9% | -35.4% | -51.4% |
| YTD | -29.9% | +26.9% | -56.8% | -45.9% |
| 1Y | -31.8% | +34.4% | -66.2% | -50.5% |
| All | -31.8% | +34.0% | -65.9% | -50.5% |
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