+1,569.2%
MPC vs RNG
+320.7%
+1,248.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | -16.2% | -11.3% | -4.9% | -15.0% |
| 30D | -15.7% | -5.7% | -10.0% | -15.2% |
| 3M | +24.9% | +16.8% | +8.1% | +22.2% |
| 6M | +52.7% | +58.5% | -5.8% | +42.8% |
| YTD | +131.9% | +151.3% | -19.5% | +102.1% |
| 1Y | +96.6% | +169.0% | -72.4% | +69.8% |
| 3Y | +163.8% | +156.9% | +6.9% | +123.0% |
| 5Y | +533.1% | -69.0% | +602.1% | +570.1% |
| 10Y | +1,118.6% | +262.0% | +856.7% | +637.2% |
| All | +1,569.2% | +320.7% | +1,248.4% | +892.1% |
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