+1,098.3%
MPC vs RVTY
+212.9%
+885.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -8.8% | -2.7% | -6.2% | -8.1% |
| 30D | -14.4% | +3.2% | -17.6% | -15.4% |
| 3M | +21.9% | +37.2% | -15.2% | +10.2% |
| 6M | +60.1% | +57.7% | +2.4% | +37.5% |
| YTD | +142.3% | +64.8% | +77.5% | +101.8% |
| 1Y | +101.7% | +72.8% | +28.9% | +64.8% |
| 3Y | +184.8% | +89.8% | +95.0% | +115.1% |
| 5Y | +564.6% | -8.4% | +573.1% | +542.4% |
| 10Y | +1,098.3% | +219.5% | +878.9% | +435.4% |
| All | +1,098.3% | +212.9% | +885.4% | +435.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling