+254.1%
MP vs RIG
+147.2%
+106.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.3% |
| 7D | -10.5% | -24.5% | +14.0% | -4.2% |
| 30D | -23.5% | -2.8% | -20.8% | -23.3% |
| 3M | -25.4% | +1.6% | -27.0% | -26.4% |
| 6M | -51.3% | -15.9% | -35.4% | -50.1% |
| YTD | -29.9% | +26.9% | -56.8% | -36.3% |
| 1Y | -31.8% | +34.4% | -66.2% | -38.9% |
| 3Y | +127.0% | -21.2% | +148.2% | +119.9% |
| 5Y | -3.3% | +46.4% | -49.6% | -24.8% |
| All | +254.1% | +147.2% | +106.9% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling