+445.3%
MP vs RIG
+175.9%
+269.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.1% |
| 7D | -2.9% | +0.9% | -3.7% | -3.1% |
| 30D | +13.8% | +13.8% | 0.0% | +10.1% |
| 3M | -16.7% | -6.4% | -10.3% | -15.6% |
| 6M | -11.5% | -8.2% | -3.3% | -11.0% |
| YTD | +7.9% | +41.6% | -33.7% | -3.7% |
| 1Y | -15.0% | +88.7% | -103.7% | -30.6% |
| 3Y | +153.5% | -30.9% | +184.4% | +155.9% |
| 5Y | +58.7% | +57.7% | +1.0% | +21.6% |
| All | +445.3% | +175.9% | +269.4% | +257.9% |
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 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