+3,101.0%
MPC vs RRX
+218.8%
+2,882.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +5.4% | +3.4% | +2.0% | +3.7% |
| 30D | +31.0% | -11.1% | +42.1% | +38.2% |
| 3M | +46.0% | -23.7% | +69.8% | +61.3% |
| 6M | +77.3% | -22.0% | +99.3% | +86.2% |
| YTD | +141.9% | +16.5% | +125.4% | +101.5% |
| 1Y | +120.9% | +11.5% | +109.4% | +85.9% |
| 3Y | +182.7% | +1.5% | +181.2% | +128.6% |
| 5Y | +646.4% | +18.3% | +628.2% | +405.2% |
| 10Y | +1,138.7% | +209.8% | +928.9% | +341.9% |
| All | +3,101.0% | +218.8% | +2,882.2% | +810.9% |
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