+642.2%
MPC vs RNG
-70.5%
+712.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.6% |
| 7D | +5.4% | +5.8% | -0.3% | +4.9% |
| 30D | +31.0% | +19.6% | +11.4% | +29.1% |
| 3M | +46.0% | +67.0% | -21.0% | +39.4% |
| 6M | +77.3% | +88.4% | -11.1% | +67.0% |
| YTD | +141.9% | +155.5% | -13.6% | +120.7% |
| 1Y | +120.9% | +141.7% | -20.8% | +102.2% |
| 3Y | +182.7% | +131.1% | +51.6% | +154.5% |
| All | +642.2% | -70.5% | +712.7% | +617.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling