-6.1%
MP vs RIG
+42.7%
-48.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -3.6% | -12.2% | +8.6% | -0.1% |
| 30D | -21.0% | -6.0% | -15.0% | -20.0% |
| 3M | -33.3% | -9.4% | -23.9% | -32.2% |
| 6M | -45.9% | -19.1% | -26.9% | -43.9% |
| YTD | -27.8% | +25.4% | -53.3% | -35.4% |
| 1Y | -43.2% | +23.3% | -66.5% | -48.9% |
| 3Y | +144.0% | -22.1% | +166.1% | +138.6% |
| 5Y | -6.1% | +50.1% | -56.2% | -33.4% |
| All | -6.1% | +42.7% | -48.8% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling