+3,005.7%
MPC vs RCL
+975.2%
+2,030.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.8% |
| 7D | -12.8% | +3.9% | -16.7% | -14.2% |
| 30D | -12.7% | +11.8% | -24.5% | -16.6% |
| 3M | +27.1% | -0.8% | +27.9% | +25.8% |
| 6M | +45.8% | +23.6% | +22.2% | +31.0% |
| YTD | +134.7% | +17.6% | +117.1% | +107.8% |
| 1Y | +106.0% | +28.3% | +77.8% | +75.6% |
| 3Y | +165.5% | +261.4% | -96.0% | +44.3% |
| 5Y | +540.9% | +245.3% | +295.6% | +218.4% |
| 10Y | +1,133.6% | +381.8% | +751.8% | +334.0% |
| All | +3,005.7% | +975.2% | +2,030.5% | +524.9% |
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 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