+153.3%
MP vs RIG
-32.0%
+185.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.0% |
| 7D | -2.9% | +0.9% | -3.7% | -3.1% |
| 30D | +13.8% | +13.8% | 0.0% | +10.6% |
| 3M | -16.7% | -6.4% | -10.3% | -15.8% |
| 6M | -11.5% | -8.2% | -3.3% | -11.4% |
| YTD | +7.9% | +41.6% | -33.7% | -3.6% |
| 1Y | -15.0% | +88.7% | -103.7% | -30.3% |
| All | +153.3% | -32.0% | +185.3% | +162.9% |
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