+3,101.0%
MPC vs RCL
+778.3%
+2,322.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +5.4% | -5.1% | +10.5% | +7.3% |
| 30D | +31.0% | -19.0% | +50.0% | +40.5% |
| 3M | +46.0% | -9.6% | +55.6% | +49.1% |
| 6M | +77.3% | -6.7% | +84.0% | +75.1% |
| YTD | +141.9% | -3.9% | +145.8% | +132.2% |
| 1Y | +120.9% | -25.1% | +146.0% | +130.5% |
| 3Y | +182.7% | +179.1% | +3.6% | +69.2% |
| 5Y | +646.4% | +243.3% | +403.1% | +267.8% |
| 10Y | +1,138.7% | +325.8% | +813.0% | +355.3% |
| All | +3,101.0% | +778.3% | +2,322.7% | +598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling