+199.8%
MPC vs RRC
+60.0%
+139.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +11.2% | +6.4% | +4.9% | +8.8% |
| 30D | -14.5% | +23.9% | -38.4% | -21.4% |
| 3M | +16.7% | +30.2% | -13.5% | +4.9% |
| 6M | +67.6% | +26.3% | +41.3% | +52.2% |
| YTD | +157.9% | +48.1% | +109.8% | +121.0% |
| 1Y | +116.7% | +37.7% | +79.0% | +90.3% |
| 3Y | +199.8% | +60.3% | +139.5% | +150.8% |
| All | +199.8% | +60.0% | +139.8% | +150.8% |
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