+1,098.3%
MPC vs RRX
+224.4%
+874.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -8.8% | 0.0% | -8.9% | -8.9% |
| 30D | -14.4% | +9.0% | -23.4% | -18.5% |
| 3M | +21.9% | +4.0% | +17.9% | +17.8% |
| 6M | +60.1% | -15.7% | +75.9% | +64.9% |
| YTD | +142.3% | +29.0% | +113.3% | +89.7% |
| 1Y | +101.7% | +35.2% | +66.5% | +53.0% |
| 3Y | +184.8% | +67.7% | +117.1% | +70.4% |
| 5Y | +564.6% | +14.9% | +549.7% | +367.0% |
| 10Y | +1,098.3% | +216.8% | +881.5% | +244.1% |
| All | +1,098.3% | +224.4% | +874.0% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling