+144.0%
MP vs RIG
-22.2%
+166.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.2% |
| 7D | -3.6% | -12.2% | +8.6% | -1.0% |
| 30D | -21.0% | -6.0% | -15.0% | -20.2% |
| 3M | -33.3% | -9.4% | -23.9% | -32.5% |
| 6M | -45.9% | -19.1% | -26.9% | -44.5% |
| YTD | -27.8% | +25.4% | -53.3% | -34.4% |
| 1Y | -43.2% | +23.3% | -66.5% | -48.1% |
| 3Y | +144.0% | -22.1% | +166.1% | +166.0% |
| All | +144.0% | -22.2% | +166.3% | +166.0% |
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