+117.2%
MPC vs RRX
+30.0%
+87.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.6% | -4.5% | -8.2% |
| 7D | -10.9% | +7.6% | -18.5% | -10.6% |
| 30D | -9.4% | +7.5% | -16.9% | -9.1% |
| 3M | +26.0% | -21.0% | +47.0% | +26.9% |
| 6M | +56.5% | -18.1% | +74.6% | +57.9% |
| YTD | +144.3% | +24.3% | +120.0% | +131.9% |
| 1Y | +117.2% | +29.3% | +87.9% | +106.1% |
| All | +117.2% | +30.0% | +87.2% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling