+445.3%
MP vs RNG
-73.7%
+519.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.3% |
| 7D | -2.9% | +5.8% | -8.6% | -4.2% |
| 30D | +13.8% | +19.6% | -5.8% | +8.9% |
| 3M | -16.7% | +67.0% | -83.7% | -27.7% |
| 6M | -11.5% | +88.4% | -99.9% | -26.7% |
| YTD | +7.9% | +155.5% | -147.5% | -20.4% |
| 1Y | -15.0% | +141.7% | -156.7% | -36.8% |
| 3Y | +153.5% | +131.1% | +22.4% | +81.4% |
| 5Y | +58.7% | -70.6% | +129.2% | +86.2% |
| All | +445.3% | -73.7% | +519.0% | +614.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling