+163.8%
MPC vs RL
+240.1%
-76.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -16.2% | -4.2% | -12.0% | -15.8% |
| 30D | -15.7% | +4.3% | -20.0% | -16.2% |
| 3M | +24.9% | -4.6% | +29.5% | +25.5% |
| 6M | +52.7% | +1.7% | +50.9% | +51.4% |
| YTD | +131.9% | +7.3% | +124.5% | +125.2% |
| 1Y | +96.6% | +20.8% | +75.8% | +84.3% |
| 3Y | +163.8% | +247.0% | -83.2% | +88.4% |
| All | +163.8% | +240.1% | -76.3% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling