+3,005.7%
MPC vs RL
+288.2%
+2,717.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.3% | +3.4% | -1.0% |
| 7D | -12.8% | -4.7% | -8.1% | -11.4% |
| 30D | -12.7% | +3.6% | -16.3% | -14.3% |
| 3M | +27.1% | +0.5% | +26.5% | +25.7% |
| 6M | +45.8% | +6.6% | +39.2% | +38.0% |
| YTD | +134.7% | +8.8% | +125.9% | +116.5% |
| 1Y | +106.0% | +21.8% | +84.3% | +80.4% |
| 3Y | +165.5% | +245.8% | -80.3% | +38.7% |
| 5Y | +540.9% | +230.0% | +310.9% | +225.0% |
| 10Y | +1,133.6% | +369.4% | +764.2% | +390.9% |
| All | +3,005.7% | +288.2% | +2,717.5% | +979.1% |
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