+1,704.0%
MPC vs RNG
+338.4%
+1,365.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.1% |
| 7D | +2.6% | -3.5% | +6.1% | +3.0% |
| 30D | -12.2% | -3.8% | -8.4% | -11.9% |
| 3M | +20.1% | +18.6% | +1.5% | +17.3% |
| 6M | +60.6% | +69.2% | -8.6% | +49.1% |
| YTD | +150.6% | +161.9% | -11.3% | +117.4% |
| 1Y | +104.7% | +176.2% | -71.6% | +76.2% |
| 3Y | +194.5% | +174.5% | +20.0% | +147.0% |
| 5Y | +582.3% | -71.9% | +654.2% | +638.3% |
| 10Y | +1,135.3% | +235.4% | +899.9% | +659.6% |
| All | +1,704.0% | +338.4% | +1,365.5% | +967.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling