+127.0%
MP vs RNG
+154.7%
-27.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.3% |
| 7D | -10.5% | -11.3% | +0.8% | -9.3% |
| 30D | -23.5% | -5.7% | -17.9% | -23.0% |
| 3M | -25.4% | +16.8% | -42.2% | -26.7% |
| 6M | -51.3% | +58.5% | -109.7% | -53.9% |
| YTD | -29.9% | +151.3% | -181.2% | -40.1% |
| 1Y | -31.8% | +169.0% | -200.8% | -42.8% |
| 3Y | +127.0% | +156.9% | -29.9% | +72.5% |
| All | +127.0% | +154.7% | -27.7% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling