+549.2%
MPC vs RSG
+97.4%
+451.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -9.4% | +0.3% | -9.7% | -9.5% |
| 30D | -14.3% | +13.8% | -28.1% | -16.9% |
| 3M | +31.1% | +15.4% | +15.7% | +26.6% |
| 6M | +60.3% | +24.1% | +36.1% | +51.7% |
| YTD | +142.5% | +17.8% | +124.7% | +132.5% |
| 1Y | +104.6% | +21.5% | +83.1% | +94.6% |
| 3Y | +191.7% | +63.3% | +128.4% | +150.2% |
| 5Y | +549.2% | +97.3% | +451.9% | +411.5% |
| All | +549.2% | +97.4% | +451.8% | +411.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling