+264.6%
MP vs RRX
+145.6%
+119.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.4% | -3.5% | -0.3% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -21.0% | +9.0% | -30.0% | -24.7% |
| 3M | -33.3% | +4.0% | -37.3% | -35.0% |
| 6M | -45.9% | -15.7% | -30.2% | -42.4% |
| YTD | -27.8% | +29.0% | -56.8% | -39.5% |
| 1Y | -43.2% | +35.2% | -78.4% | -53.7% |
| 3Y | +144.0% | +67.7% | +76.3% | +61.2% |
| 5Y | -6.1% | +14.9% | -21.0% | -25.2% |
| All | +264.6% | +145.6% | +119.0% | +140.7% |
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