+113.2%
MPC vs RCL
+24.4%
+88.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +1.7% |
| 7D | +9.4% | -0.2% | +9.6% | +9.4% |
| 30D | -13.4% | +14.4% | -27.8% | -10.8% |
| 3M | +18.9% | +5.2% | +13.7% | +20.4% |
| 6M | +64.9% | +26.1% | +38.8% | +73.4% |
| YTD | +156.8% | +17.4% | +139.5% | +167.7% |
| 1Y | +113.2% | +24.7% | +88.5% | +121.5% |
| All | +113.2% | +24.4% | +88.8% | +121.5% |
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