+170.2%
MPC vs RDW
+249.5%
-79.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -1.8% |
| 7D | +1.2% | +4.8% | -3.6% | +1.0% |
| 30D | +17.0% | -19.5% | +36.5% | +17.8% |
| 3M | +49.5% | -26.9% | +76.4% | +50.6% |
| 6M | +83.5% | +17.8% | +65.8% | +78.7% |
| YTD | +144.1% | +43.0% | +101.1% | +133.1% |
| 1Y | +119.6% | +32.1% | +87.5% | +109.1% |
| All | +170.2% | +249.5% | -79.3% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling