+565.2%
MPC vs RRC
+114.1%
+451.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | -9.4% | -10.3% | +0.9% | -6.0% |
| 30D | -14.3% | +19.5% | -33.8% | -19.8% |
| 3M | +31.1% | +27.9% | +3.2% | +19.8% |
| 6M | +60.3% | +21.2% | +39.1% | +48.9% |
| YTD | +142.5% | +39.6% | +103.0% | +114.5% |
| 1Y | +104.6% | +31.3% | +73.3% | +84.4% |
| 3Y | +191.7% | +51.9% | +139.8% | +145.1% |
| All | +565.2% | +114.1% | +451.0% | +385.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling