+123.2%
MPC vs RNG
+121.6%
+1.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.6% | +2.5% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | +33.8% | +11.4% | +22.4% | +32.8% |
| 3M | +49.9% | +72.1% | -22.2% | +44.5% |
| 6M | +80.9% | +67.9% | +13.0% | +74.6% |
| YTD | +147.4% | +144.3% | +3.1% | +132.5% |
| 1Y | +123.2% | +117.5% | +5.7% | +113.6% |
| All | +123.2% | +121.6% | +1.6% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling