+150.5%
MP vs RNG
+180.9%
-30.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +11.0% | +2.3% | +8.7% | +10.7% |
| 30D | -11.7% | -3.4% | -8.3% | -11.4% |
| 3M | -30.8% | +20.9% | -51.7% | -32.3% |
| 6M | -42.9% | +82.2% | -125.1% | -46.9% |
| YTD | -25.9% | +164.6% | -190.5% | -36.8% |
| 1Y | -37.3% | +177.0% | -214.3% | -47.1% |
| All | +150.5% | +180.9% | -30.4% | +82.3% |
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