+678.6%
MPC vs RRX
+19.7%
+658.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.2% |
| 7D | +3.9% | +4.3% | -0.4% | +2.9% |
| 30D | +33.8% | -8.0% | +41.8% | +36.2% |
| 3M | +49.9% | -22.0% | +71.9% | +56.7% |
| 6M | +80.9% | -11.9% | +92.8% | +79.9% |
| YTD | +147.4% | +17.1% | +130.3% | +123.9% |
| 1Y | +123.2% | +14.9% | +108.3% | +101.9% |
| 3Y | +171.7% | +6.9% | +164.8% | +143.0% |
| 5Y | +678.6% | +19.6% | +659.0% | +552.7% |
| All | +678.6% | +19.7% | +658.9% | +552.7% |
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