+534.5%
MPC vs RCL
+247.7%
+286.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -16.2% | +6.5% | -22.7% | -17.0% |
| 30D | -15.7% | +15.9% | -31.6% | -17.6% |
| 3M | +24.9% | +2.7% | +22.2% | +24.0% |
| 6M | +52.7% | +15.2% | +37.4% | +48.0% |
| YTD | +131.9% | +19.2% | +112.6% | +119.7% |
| 1Y | +96.6% | +31.6% | +65.0% | +82.0% |
| 3Y | +163.8% | +274.2% | -110.4% | +95.4% |
| All | +534.5% | +247.7% | +286.8% | +359.9% |
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