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  • MPC vs RIG✓SelectedUSD · RIGMPC vs RIG performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs RIG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,101.0%
RIG return
-88.2%
Excess return
+3,189.2%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIGExcessAlpha
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