+453.7%
MP vs RNG
-74.8%
+528.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.5% |
| 7D | +3.0% | -0.8% | +3.9% | +3.1% |
| 30D | +8.3% | +11.4% | -3.1% | +5.3% |
| 3M | -3.8% | +72.1% | -75.9% | -17.4% |
| 6M | -4.9% | +67.9% | -72.8% | -18.9% |
| YTD | +9.6% | +144.3% | -134.7% | -18.4% |
| 1Y | -11.7% | +117.5% | -129.2% | -32.4% |
| 3Y | +158.5% | +123.9% | +34.6% | +86.1% |
| 5Y | +68.9% | -70.1% | +139.0% | +96.2% |
| All | +453.7% | -74.8% | +528.5% | +632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling