+453.7%
MP vs RRX
+123.0%
+330.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +3.0% | +4.3% | -1.2% | +0.9% |
| 30D | +8.3% | -8.0% | +16.4% | +12.9% |
| 3M | -3.8% | -22.0% | +18.2% | +7.3% |
| 6M | -4.9% | -11.9% | +7.0% | -0.7% |
| YTD | +9.6% | +17.1% | -7.5% | -2.9% |
| 1Y | -11.7% | +14.9% | -26.6% | -21.9% |
| 3Y | +158.5% | +6.9% | +151.6% | +124.6% |
| 5Y | +68.9% | +19.6% | +49.4% | +33.5% |
| All | +453.7% | +123.0% | +330.7% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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