+121.7%
MPC vs RSG
-1.1%
+122.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +25.0% | +3.7% | +21.4% | +24.4% |
| 3M | +55.2% | +6.2% | +49.0% | +53.4% |
| 6M | +86.4% | -2.8% | +89.2% | +88.2% |
| YTD | +148.5% | +5.9% | +142.6% | +148.4% |
| 1Y | +121.7% | -1.8% | +123.5% | +123.2% |
| All | +121.7% | -1.1% | +122.8% | +123.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling