+1,135.3%
MPC vs RL
+347.1%
+788.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.9% |
| 7D | +2.6% | -4.4% | +7.0% | +4.3% |
| 30D | -12.2% | +5.6% | -17.8% | -14.4% |
| 3M | +20.1% | -0.6% | +20.7% | +19.4% |
| 6M | +60.6% | +15.5% | +45.1% | +47.6% |
| YTD | +150.6% | +12.3% | +138.2% | +128.4% |
| 1Y | +104.7% | +19.3% | +85.3% | +81.0% |
| 3Y | +194.5% | +255.5% | -61.1% | +49.5% |
| 5Y | +582.3% | +247.1% | +335.2% | +231.3% |
| 10Y | +1,135.3% | +346.0% | +789.2% | +394.0% |
| All | +1,135.3% | +347.1% | +788.1% | +394.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling