+117.2%
MPC vs RCL
+27.6%
+89.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.4% | -14.5% | -6.7% |
| 7D | -10.9% | +11.7% | -22.6% | -8.7% |
| 30D | -9.4% | +21.1% | -30.5% | -5.6% |
| 3M | +26.0% | +2.9% | +23.1% | +27.3% |
| 6M | +56.5% | +29.8% | +26.7% | +65.7% |
| YTD | +144.3% | +21.4% | +122.8% | +156.8% |
| 1Y | +117.2% | +32.0% | +85.2% | +127.7% |
| All | +117.2% | +27.6% | +89.7% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling