+601.0%
MPC vs RCL
+292.5%
+308.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +11.2% | -1.2% | +12.4% | +11.4% |
| 30D | -14.5% | +17.8% | -32.3% | -16.7% |
| 3M | +16.7% | +4.9% | +11.7% | +15.4% |
| 6M | +67.6% | +23.7% | +43.8% | +60.5% |
| YTD | +157.9% | +17.8% | +140.1% | +144.7% |
| 1Y | +116.7% | +28.9% | +87.7% | +101.1% |
| 3Y | +199.8% | +241.9% | -42.1% | +125.7% |
| All | +601.0% | +292.5% | +308.5% | +391.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling