+254.1%
MP vs RNG
-74.1%
+328.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.6% |
| 7D | -10.5% | -11.3% | +0.8% | -8.0% |
| 30D | -23.5% | -5.7% | -17.9% | -22.6% |
| 3M | -25.4% | +16.8% | -42.2% | -28.4% |
| 6M | -51.3% | +58.5% | -109.7% | -57.4% |
| YTD | -29.9% | +151.3% | -181.2% | -48.2% |
| 1Y | -31.8% | +169.0% | -200.8% | -50.7% |
| 3Y | +127.0% | +156.9% | -29.9% | +56.8% |
| 5Y | -3.3% | -69.0% | +65.7% | +11.5% |
| All | +254.1% | -74.1% | +328.2% | +364.5% |
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 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