+520.7%
MPC vs RRX
+7.7%
+513.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -2.4% |
| 7D | -16.2% | +7.5% | -23.7% | -17.6% |
| 30D | -15.7% | +3.0% | -18.7% | -16.6% |
| 3M | +24.9% | -5.3% | +30.2% | +25.7% |
| 6M | +52.7% | -26.6% | +79.3% | +61.0% |
| YTD | +131.9% | +21.2% | +110.7% | +106.3% |
| 1Y | +96.6% | +25.9% | +70.7% | +72.4% |
| 3Y | +163.8% | +71.7% | +92.1% | +101.8% |
| All | +520.7% | +7.7% | +513.0% | +419.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling