-37.3%
MP vs RRX
+36.1%
-73.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | +11.0% | +12.6% | -1.6% | +5.3% |
| 30D | -11.7% | +10.6% | -22.3% | -15.9% |
| 3M | -30.8% | +4.6% | -35.4% | -32.5% |
| 6M | -42.9% | -13.6% | -29.3% | -40.6% |
| YTD | -25.9% | +29.4% | -55.3% | -32.7% |
| 1Y | -37.3% | +31.9% | -69.2% | -43.1% |
| All | -37.3% | +36.1% | -73.4% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling