+1,106.2%
MPC vs RL
+397.7%
+708.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +2.3% |
| 7D | -9.4% | +0.2% | -9.7% | -9.7% |
| 30D | -14.3% | +7.3% | -21.7% | -17.0% |
| 3M | +31.1% | +1.0% | +30.1% | +29.6% |
| 6M | +60.3% | +11.8% | +48.5% | +49.3% |
| YTD | +142.5% | +13.6% | +128.9% | +120.2% |
| 1Y | +104.6% | +24.0% | +80.5% | +78.0% |
| 3Y | +191.7% | +256.6% | -64.9% | +48.2% |
| 5Y | +549.2% | +240.2% | +309.0% | +219.5% |
| 10Y | +1,106.2% | +373.0% | +733.3% | +374.9% |
| All | +1,106.2% | +397.7% | +708.6% | +374.9% |
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