+3,215.7%
MPC vs RRX
+258.4%
+2,957.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.7% |
| 7D | +2.6% | +5.4% | -2.8% | -0.1% |
| 30D | -12.2% | +12.0% | -24.2% | -17.8% |
| 3M | +20.1% | +6.1% | +13.9% | +14.6% |
| 6M | +60.6% | -13.2% | +73.8% | +63.1% |
| YTD | +150.6% | +31.0% | +119.6% | +94.2% |
| 1Y | +104.7% | +38.8% | +65.9% | +52.8% |
| 3Y | +194.5% | +70.3% | +124.2% | +76.8% |
| 5Y | +582.3% | +15.5% | +566.7% | +379.5% |
| 10Y | +1,135.3% | +213.7% | +921.6% | +335.4% |
| All | +3,215.7% | +258.4% | +2,957.3% | +777.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling