-7.8%
MP vs RRC
+129.3%
-137.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.7% | -2.4% | -4.8% |
| 7D | -19.0% | -6.9% | -12.1% | -17.0% |
| 30D | -30.5% | +25.4% | -55.9% | -36.2% |
| 3M | -29.6% | +31.9% | -61.5% | -36.6% |
| 6M | -50.4% | +17.2% | -67.6% | -53.9% |
| YTD | -33.2% | +43.4% | -76.6% | -43.2% |
| 1Y | -38.6% | +36.7% | -75.3% | -46.9% |
| 3Y | +105.5% | +38.8% | +66.6% | +70.2% |
| 5Y | -7.8% | +118.3% | -126.1% | -38.3% |
| All | -7.8% | +129.3% | -137.2% | -38.3% |
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 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