+117.2%
MPC vs RDW
+9.7%
+107.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.9% | -3.2% | -8.1% |
| 7D | -10.9% | -14.3% | +3.4% | -11.0% |
| 30D | -9.4% | -26.0% | +16.6% | -9.5% |
| 3M | +26.0% | -27.4% | +53.3% | +25.7% |
| 6M | +56.5% | -10.6% | +67.2% | +53.8% |
| YTD | +144.3% | +1.6% | +142.7% | +138.6% |
| 1Y | +117.2% | +11.1% | +106.2% | +113.4% |
| All | +117.2% | +9.7% | +107.6% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling