+58.1%
MP vs RRC
+156.2%
-98.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -2.9% | +1.3% | -4.2% | -3.3% |
| 30D | +13.8% | +10.1% | +3.7% | +10.1% |
| 3M | -16.7% | +4.0% | -20.7% | -18.4% |
| 6M | -11.5% | +1.6% | -13.1% | -13.3% |
| YTD | +7.9% | +19.7% | -11.8% | -1.3% |
| 1Y | -15.0% | +21.4% | -36.5% | -23.7% |
| 3Y | +153.5% | +29.7% | +123.8% | +115.4% |
| All | +58.1% | +156.2% | -98.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling