+3,101.0%
MPC vs RSG
+883.1%
+2,217.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.1% |
| 7D | +5.4% | +0.3% | +5.2% | +5.2% |
| 30D | +31.0% | +7.6% | +23.4% | +24.3% |
| 3M | +46.0% | +7.4% | +38.6% | +37.7% |
| 6M | +77.3% | -3.3% | +80.6% | +79.7% |
| YTD | +141.9% | +6.0% | +135.9% | +129.1% |
| 1Y | +120.9% | -3.7% | +124.6% | +123.3% |
| 3Y | +182.7% | +59.1% | +123.6% | +86.0% |
| 5Y | +646.4% | +89.0% | +557.4% | +305.5% |
| 10Y | +1,138.7% | +412.5% | +726.2% | +217.4% |
| All | +3,101.0% | +883.1% | +2,217.9% | +360.1% |
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 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