+3,101.0%
MPC vs RL
+256.1%
+2,844.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.5% |
| 7D | +5.4% | -0.8% | +6.2% | +5.7% |
| 30D | +31.0% | -7.8% | +38.7% | +35.0% |
| 3M | +46.0% | -4.0% | +50.0% | +46.7% |
| 6M | +77.3% | -1.9% | +79.2% | +72.4% |
| YTD | +141.9% | -0.2% | +142.1% | +132.5% |
| 1Y | +120.9% | +10.7% | +110.2% | +101.8% |
| 3Y | +182.7% | +210.8% | -28.1% | +54.9% |
| 5Y | +646.4% | +238.2% | +408.2% | +271.3% |
| 10Y | +1,138.7% | +313.4% | +825.4% | +421.4% |
| All | +3,101.0% | +256.1% | +2,844.9% | +1,058.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling