+445.3%
MP vs RRX
+121.8%
+323.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.9% | +3.4% | -6.3% | -4.5% |
| 30D | +13.8% | -11.1% | +24.9% | +20.7% |
| 3M | -16.7% | -23.7% | +7.0% | -5.9% |
| 6M | -11.5% | -22.0% | +10.5% | -1.9% |
| YTD | +7.9% | +16.5% | -8.5% | -4.1% |
| 1Y | -15.0% | +11.5% | -26.5% | -23.7% |
| 3Y | +153.5% | +1.5% | +152.0% | +127.9% |
| 5Y | +58.7% | +18.3% | +40.4% | +26.0% |
| All | +445.3% | +121.8% | +323.5% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling