+1,098.3%
MPC vs RSG
+449.6%
+648.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -8.8% | +2.0% | -10.8% | -10.2% |
| 30D | -14.4% | +14.2% | -28.6% | -22.2% |
| 3M | +21.9% | +15.8% | +6.2% | +9.7% |
| 6M | +60.1% | +24.6% | +35.6% | +35.5% |
| YTD | +142.3% | +18.2% | +124.1% | +111.9% |
| 1Y | +101.7% | +22.8% | +78.9% | +71.2% |
| 3Y | +184.8% | +62.4% | +122.4% | +82.9% |
| 5Y | +564.6% | +96.0% | +468.6% | +244.6% |
| 10Y | +1,098.3% | +448.5% | +649.8% | +166.6% |
| All | +1,098.3% | +449.6% | +648.8% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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