+549.2%
MPC vs RCL
+278.1%
+271.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.2% |
| 7D | -9.4% | +5.0% | -14.4% | -10.1% |
| 30D | -14.3% | +19.4% | -33.7% | -16.6% |
| 3M | +31.1% | +5.9% | +25.2% | +29.6% |
| 6M | +60.3% | +23.8% | +36.5% | +53.7% |
| YTD | +142.5% | +22.8% | +119.7% | +128.8% |
| 1Y | +104.6% | +34.3% | +70.3% | +88.9% |
| 3Y | +191.7% | +276.4% | -84.7% | +116.0% |
| 5Y | +549.2% | +281.6% | +267.6% | +361.7% |
| All | +549.2% | +278.1% | +271.1% | +361.7% |
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