+117.2%
MPC vs RL
+34.3%
+82.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.5% | -12.6% | -6.9% |
| 7D | -10.9% | +5.8% | -16.7% | -9.4% |
| 30D | -9.4% | +12.7% | -22.1% | -6.4% |
| 3M | +26.0% | +9.3% | +16.6% | +29.4% |
| 6M | +56.5% | +16.9% | +39.6% | +64.6% |
| YTD | +144.3% | +17.5% | +126.8% | +157.0% |
| 1Y | +117.2% | +34.6% | +82.6% | +120.8% |
| All | +117.2% | +34.3% | +82.9% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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