+1,166.2%
MPC vs RNG
+236.7%
+929.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.4% |
| 7D | +9.4% | +2.3% | +7.1% | +9.2% |
| 30D | -13.4% | -3.4% | -10.0% | -13.2% |
| 3M | +18.9% | +20.9% | -2.0% | +16.2% |
| 6M | +64.9% | +82.2% | -17.3% | +53.1% |
| YTD | +156.8% | +164.6% | -7.8% | +125.9% |
| 1Y | +113.2% | +177.0% | -63.8% | +86.4% |
| 3Y | +201.8% | +177.4% | +24.4% | +157.5% |
| 5Y | +601.4% | -72.3% | +673.7% | +656.6% |
| All | +1,166.2% | +236.7% | +929.6% | +647.8% |
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