+237.4%
MP vs RIG
+140.6%
+96.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.4% | +0.4% | -4.5% |
| 7D | -19.0% | -23.8% | +4.8% | -13.6% |
| 30D | -30.5% | -5.6% | -24.9% | -29.8% |
| 3M | -29.6% | -0.8% | -28.8% | -30.1% |
| 6M | -50.4% | -18.4% | -32.0% | -48.9% |
| YTD | -33.2% | +23.5% | -56.7% | -38.9% |
| 1Y | -38.6% | +30.8% | -69.3% | -44.6% |
| 3Y | +105.5% | -25.4% | +130.9% | +101.9% |
| 5Y | -7.8% | +42.5% | -50.3% | -27.9% |
| All | +237.4% | +140.6% | +96.8% | +127.1% |
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