+664.1%
MPC vs RVMD
+581.6%
+82.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.4% | -2.4% |
| 7D | -16.2% | +0.5% | -16.7% | -16.4% |
| 30D | -15.7% | -4.3% | -11.4% | -15.5% |
| 3M | +24.9% | -2.8% | +27.7% | +24.8% |
| 6M | +52.7% | +27.3% | +25.4% | +46.1% |
| YTD | +131.9% | +141.4% | -9.6% | +96.3% |
| 1Y | +96.6% | +213.3% | -116.6% | +59.3% |
| 3Y | +163.8% | +792.7% | -628.9% | +72.8% |
| 5Y | +533.1% | +470.6% | +62.6% | +312.4% |
| All | +664.1% | +581.6% | +82.5% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling