+163.8%
MPC vs RRC
+36.3%
+127.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | -16.2% | -10.8% | -5.4% | -12.7% |
| 30D | -15.7% | +22.3% | -38.0% | -22.3% |
| 3M | +24.9% | +26.6% | -1.7% | +13.4% |
| 6M | +52.7% | +18.9% | +33.7% | +41.6% |
| YTD | +131.9% | +39.2% | +92.7% | +102.9% |
| 1Y | +96.6% | +34.0% | +62.7% | +74.2% |
| 3Y | +163.8% | +42.0% | +121.8% | +134.4% |
| All | +163.8% | +36.3% | +127.5% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling