+3,101.0%
MPC vs RIG
-88.2%
+3,189.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.0% |
| 7D | +5.4% | +0.9% | +4.6% | +5.2% |
| 30D | +31.0% | +13.8% | +17.2% | +26.6% |
| 3M | +46.0% | -6.4% | +52.4% | +48.0% |
| 6M | +77.3% | -8.2% | +85.5% | +79.5% |
| YTD | +141.9% | +41.6% | +100.3% | +118.2% |
| 1Y | +120.9% | +88.7% | +32.2% | +83.6% |
| 3Y | +182.7% | -30.9% | +213.5% | +187.1% |
| 5Y | +646.4% | +57.7% | +588.8% | +466.0% |
| 10Y | +1,138.7% | -39.3% | +1,178.0% | +728.4% |
| All | +3,101.0% | -88.2% | +3,189.2% | +3,363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling