+1,641.5%
MPC vs RNG
+327.7%
+1,313.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.8% |
| 7D | +5.4% | +5.8% | -0.3% | +4.7% |
| 30D | +31.0% | +19.6% | +11.4% | +28.2% |
| 3M | +46.0% | +67.0% | -21.0% | +36.4% |
| 6M | +77.3% | +88.4% | -11.1% | +62.2% |
| YTD | +141.9% | +155.5% | -13.6% | +111.0% |
| 1Y | +120.9% | +141.7% | -20.8% | +93.5% |
| 3Y | +182.7% | +131.1% | +51.6% | +142.1% |
| 5Y | +646.4% | -70.6% | +717.0% | +698.0% |
| 10Y | +1,138.7% | +228.2% | +910.5% | +664.2% |
| All | +1,641.5% | +327.7% | +1,313.8% | +935.8% |
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 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