+601.0%
MPC vs RL
+239.2%
+361.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +11.2% | +2.6% | +8.7% | +10.7% |
| 30D | -14.5% | +2.9% | -17.4% | -15.2% |
| 3M | +16.7% | 0.0% | +16.7% | +16.3% |
| 6M | +67.6% | +17.1% | +50.5% | +59.3% |
| YTD | +157.9% | +10.1% | +147.8% | +146.1% |
| 1Y | +116.7% | +17.3% | +99.3% | +102.4% |
| 3Y | +199.8% | +249.3% | -49.6% | +95.1% |
| All | +601.0% | +239.2% | +361.8% | +347.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling