+159.3%
MP vs RRX
+64.5%
+94.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.5% |
| 7D | +9.5% | +4.3% | +5.1% | +7.4% |
| 30D | -3.0% | +12.3% | -15.3% | -8.1% |
| 3M | -30.4% | +3.7% | -34.0% | -31.7% |
| 6M | -39.2% | -13.9% | -25.3% | -36.3% |
| YTD | -23.3% | +26.5% | -49.7% | -32.2% |
| 1Y | -32.6% | +29.3% | -62.0% | -41.1% |
| 3Y | +159.3% | +65.6% | +93.7% | +57.9% |
| All | +159.3% | +64.5% | +94.8% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling