-15.1%
MP vs RRC
+110.6%
-125.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.9% | +5.9% |
| 7D | -10.5% | -10.8% | +0.3% | -7.0% |
| 30D | -23.5% | +22.3% | -45.9% | -29.2% |
| 3M | -25.4% | +26.6% | -52.1% | -31.9% |
| 6M | -51.3% | +18.9% | -70.2% | -54.9% |
| YTD | -29.9% | +39.2% | -69.1% | -39.8% |
| 1Y | -31.8% | +34.0% | -65.8% | -40.7% |
| 3Y | +127.0% | +42.0% | +85.0% | +86.0% |
| All | -15.1% | +110.6% | -125.7% | -43.9% |
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