+116.3%
MP vs RIG
-26.1%
+142.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.4% | +0.4% | -4.7% |
| 7D | -19.0% | -23.8% | +4.8% | -14.5% |
| 30D | -30.5% | -5.6% | -24.9% | -29.9% |
| 3M | -29.6% | -0.8% | -28.8% | -30.1% |
| 6M | -50.4% | -18.4% | -32.0% | -49.2% |
| YTD | -33.2% | +23.5% | -56.7% | -39.0% |
| 1Y | -38.6% | +30.8% | -69.3% | -44.5% |
| All | +116.3% | -26.1% | +142.4% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling