+902.9%
MPC vs RDW
-0.7%
+903.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | +1.8% | +0.9% | +1.0% | +1.8% |
| 30D | +14.0% | -21.3% | +35.3% | +15.1% |
| 3M | +52.2% | -37.9% | +90.1% | +54.8% |
| 6M | +75.8% | +12.3% | +63.5% | +71.2% |
| YTD | +146.3% | +39.7% | +106.5% | +134.8% |
| 1Y | +120.8% | +25.7% | +95.1% | +110.2% |
| 3Y | +172.6% | +230.8% | -58.2% | +132.1% |
| 5Y | +678.2% | -8.8% | +687.0% | +592.7% |
| All | +902.9% | -0.7% | +903.7% | +771.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling