+254.1%
MP vs RRC
+704.0%
-449.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.9% | +5.8% |
| 7D | -10.5% | -10.8% | +0.3% | -7.6% |
| 30D | -23.5% | +22.3% | -45.9% | -28.4% |
| 3M | -25.4% | +26.6% | -52.1% | -30.9% |
| 6M | -51.3% | +18.9% | -70.2% | -54.4% |
| YTD | -29.9% | +39.2% | -69.1% | -38.1% |
| 1Y | -31.8% | +34.0% | -65.8% | -39.2% |
| 3Y | +127.0% | +42.0% | +85.0% | +94.4% |
| 5Y | -3.3% | +111.9% | -115.1% | -28.9% |
| All | +254.1% | +704.0% | -449.9% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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