+120.9%
MPC vs RVMD
+430.6%
-309.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +5.4% | +1.0% | +4.4% | +5.4% |
| 30D | +31.0% | +6.4% | +24.5% | +30.7% |
| 3M | +46.0% | +34.9% | +11.1% | +44.8% |
| 6M | +77.3% | +107.6% | -30.2% | +72.9% |
| YTD | +141.9% | +163.7% | -21.8% | +132.2% |
| 1Y | +120.9% | +439.2% | -318.3% | +110.4% |
| All | +120.9% | +430.6% | -309.7% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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