+267.3%
MP vs RVTY
+63.7%
+203.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | +2.3% | -0.7% | +3.0% | +2.7% |
| 30D | -15.3% | +1.7% | -17.0% | -15.8% |
| 3M | -33.5% | +36.8% | -70.3% | -41.3% |
| 6M | -45.5% | +60.1% | -105.6% | -55.5% |
| YTD | -27.3% | +64.0% | -91.3% | -41.9% |
| 1Y | -40.7% | +68.2% | -108.9% | -53.3% |
| 3Y | +145.9% | +88.8% | +57.1% | +82.0% |
| 5Y | -13.9% | -10.5% | -3.4% | -20.8% |
| All | +267.3% | +63.7% | +203.6% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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