+254.1%
MP vs RRX
+130.7%
+123.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.5% | +2.2% |
| 7D | -10.5% | +7.5% | -18.0% | -14.2% |
| 30D | -23.5% | +3.0% | -26.5% | -25.0% |
| 3M | -25.4% | -5.3% | -20.1% | -23.9% |
| 6M | -51.3% | -26.6% | -24.6% | -44.4% |
| YTD | -29.9% | +21.2% | -51.1% | -39.4% |
| 1Y | -31.8% | +25.9% | -57.8% | -42.4% |
| 3Y | +127.0% | +71.7% | +55.3% | +46.4% |
| 5Y | -3.3% | +7.8% | -11.0% | -20.3% |
| All | +254.1% | +130.7% | +123.4% | +141.4% |
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