+1,171.8%
MPC vs RSG
+452.6%
+719.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | +2.5% | +8.8% | +9.4% |
| 30D | -14.5% | +12.7% | -27.2% | -21.5% |
| 3M | +16.7% | +17.9% | -1.3% | +3.6% |
| 6M | +67.6% | +25.0% | +42.6% | +41.6% |
| YTD | +157.9% | +20.8% | +137.1% | +122.3% |
| 1Y | +116.7% | +24.3% | +92.4% | +82.5% |
| 3Y | +199.8% | +65.3% | +134.5% | +90.3% |
| 5Y | +604.4% | +99.1% | +505.4% | +262.4% |
| All | +1,171.8% | +452.6% | +719.2% | +180.2% |
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