+678.6%
MPC vs RSG
+91.5%
+587.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | +33.8% | +3.3% | +30.5% | +32.7% |
| 3M | +49.9% | +8.5% | +41.4% | +46.7% |
| 6M | +80.9% | -3.5% | +84.5% | +82.3% |
| YTD | +147.4% | +5.5% | +141.9% | +143.8% |
| 1Y | +123.2% | -1.7% | +124.9% | +123.6% |
| 3Y | +171.7% | +56.9% | +114.8% | +135.7% |
| 5Y | +678.6% | +89.4% | +589.2% | +535.1% |
| All | +678.6% | +91.5% | +587.0% | +535.1% |
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