+167.0%
MPC vs RCL
+261.4%
-94.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -3.7% |
| 7D | -12.8% | +3.9% | -16.7% | -13.0% |
| 30D | -12.7% | +11.8% | -24.5% | -13.5% |
| 3M | +27.1% | -0.8% | +27.9% | +27.2% |
| 6M | +45.8% | +23.6% | +22.2% | +41.8% |
| YTD | +134.7% | +17.6% | +117.1% | +125.9% |
| 1Y | +106.0% | +28.3% | +77.8% | +93.5% |
| All | +167.0% | +261.4% | -94.4% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling