+2,968.0%
MPC vs RIG
-89.4%
+3,057.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.9% |
| 7D | -16.2% | -24.5% | +8.3% | -10.1% |
| 30D | -15.7% | -2.8% | -12.9% | -15.3% |
| 3M | +24.9% | +1.6% | +23.3% | +23.8% |
| 6M | +52.7% | -15.9% | +68.5% | +58.2% |
| YTD | +131.9% | +26.9% | +105.0% | +114.2% |
| 1Y | +96.6% | +34.4% | +62.3% | +78.7% |
| 3Y | +163.8% | -21.2% | +185.0% | +159.3% |
| 5Y | +533.1% | +46.4% | +486.8% | +390.4% |
| 10Y | +1,118.6% | -45.8% | +1,164.5% | +743.2% |
| All | +2,968.0% | -89.4% | +3,057.4% | +3,300.9% |
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