+3,215.7%
MPC vs RSG
+1,004.3%
+2,211.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.9% |
| 7D | +2.6% | +1.6% | +1.0% | +1.4% |
| 30D | -12.2% | +13.5% | -25.7% | -19.9% |
| 3M | +20.1% | +16.3% | +3.8% | +7.5% |
| 6M | +60.6% | +26.9% | +33.7% | +34.0% |
| YTD | +150.6% | +19.1% | +131.5% | +117.8% |
| 1Y | +104.7% | +21.8% | +82.8% | +74.6% |
| 3Y | +194.5% | +63.5% | +131.0% | +91.6% |
| 5Y | +582.3% | +98.6% | +483.6% | +263.5% |
| 10Y | +1,135.3% | +444.4% | +690.9% | +202.0% |
| All | +3,215.7% | +1,004.3% | +2,211.5% | +337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling