+1,174.7%
MPC vs RSG
+418.8%
+756.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +25.0% | +3.7% | +21.4% | +21.9% |
| 3M | +55.2% | +6.2% | +49.0% | +47.8% |
| 6M | +86.4% | -2.8% | +89.2% | +88.3% |
| YTD | +148.5% | +5.9% | +142.6% | +135.4% |
| 1Y | +121.7% | -1.8% | +123.5% | +121.0% |
| 3Y | +172.9% | +57.5% | +115.4% | +76.3% |
| 5Y | +679.9% | +91.1% | +588.8% | +295.9% |
| 10Y | +1,174.7% | +428.1% | +746.6% | +152.5% |
| All | +1,174.7% | +418.8% | +756.0% | +152.5% |
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