+117.2%
MPC vs RIG
+43.0%
+74.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.6% | -0.5% | -5.8% |
| 7D | -10.9% | -18.8% | +7.9% | -5.4% |
| 30D | -9.4% | -1.1% | -8.3% | -9.1% |
| 3M | +26.0% | +4.4% | +21.6% | +23.7% |
| 6M | +56.5% | -20.8% | +77.3% | +64.6% |
| YTD | +144.3% | +32.0% | +112.3% | +115.6% |
| 1Y | +117.2% | +39.7% | +77.5% | +88.1% |
| All | +117.2% | +43.0% | +74.2% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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