+1,098.3%
MPC vs RL
+369.1%
+729.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -8.8% | +1.3% | -10.2% | -9.5% |
| 30D | -14.4% | +7.6% | -22.0% | -17.2% |
| 3M | +21.9% | -1.5% | +23.5% | +21.7% |
| 6M | +60.1% | +12.1% | +48.1% | +49.0% |
| YTD | +142.3% | +13.9% | +128.4% | +119.7% |
| 1Y | +101.7% | +20.7% | +81.0% | +77.7% |
| 3Y | +184.8% | +260.6% | -75.8% | +43.8% |
| 5Y | +564.6% | +248.9% | +315.8% | +222.6% |
| 10Y | +1,098.3% | +355.9% | +742.4% | +375.7% |
| All | +1,098.3% | +369.1% | +729.2% | +375.7% |
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