+180.6%
MPC vs RIG
-32.0%
+212.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.1% |
| 7D | +5.4% | +0.9% | +4.6% | +5.1% |
| 30D | +31.0% | +13.8% | +17.2% | +26.0% |
| 3M | +46.0% | -6.4% | +52.4% | +48.1% |
| 6M | +77.3% | -8.2% | +85.5% | +79.5% |
| YTD | +141.9% | +41.6% | +100.3% | +115.0% |
| 1Y | +120.9% | +88.7% | +32.2% | +78.9% |
| All | +180.6% | -32.0% | +212.6% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling