+1,106.2%
MPC vs RNG
+259.3%
+846.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.5% |
| 7D | -9.4% | -6.2% | -3.2% | -8.8% |
| 30D | -14.3% | -8.0% | -6.3% | -13.6% |
| 3M | +31.1% | +15.7% | +15.4% | +28.7% |
| 6M | +60.3% | +60.3% | -0.1% | +50.8% |
| YTD | +142.5% | +153.8% | -11.3% | +114.2% |
| 1Y | +104.6% | +172.2% | -67.6% | +79.1% |
| 3Y | +191.7% | +174.8% | +16.9% | +149.1% |
| 5Y | +549.2% | -68.6% | +617.8% | +583.1% |
| 10Y | +1,106.2% | +248.2% | +858.0% | +607.8% |
| All | +1,106.2% | +259.3% | +846.9% | +607.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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