+120.8%
MPC vs RDW
+29.5%
+91.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | +1.8% | +0.9% | +1.0% | +1.8% |
| 30D | +14.0% | -21.3% | +35.3% | +14.3% |
| 3M | +52.2% | -37.9% | +90.1% | +53.1% |
| 6M | +75.8% | +12.3% | +63.5% | +72.5% |
| YTD | +146.3% | +39.7% | +106.5% | +137.7% |
| 1Y | +120.8% | +25.7% | +95.1% | +115.2% |
| All | +120.8% | +29.5% | +91.3% | +115.2% |
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