+287.6%
MP vs RVTY
+59.8%
+227.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.1% |
| 7D | +9.5% | -0.5% | +9.9% | +9.7% |
| 30D | -3.0% | +1.5% | -4.5% | -3.5% |
| 3M | -30.4% | +31.5% | -61.8% | -37.6% |
| 6M | -39.2% | +62.7% | -101.9% | -50.7% |
| YTD | -23.3% | +60.0% | -83.2% | -38.1% |
| 1Y | -32.6% | +65.7% | -98.3% | -46.7% |
| 3Y | +159.3% | +85.2% | +74.1% | +93.3% |
| 5Y | -16.4% | -14.9% | -1.6% | -22.3% |
| All | +287.6% | +59.8% | +227.8% | +230.4% |
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