+2,968.0%
MPC vs RVTY
+536.7%
+2,431.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -2.3% |
| 7D | -16.2% | -1.2% | -15.0% | -15.9% |
| 30D | -15.7% | +1.0% | -16.7% | -16.4% |
| 3M | +24.9% | +35.8% | -10.9% | +10.2% |
| 6M | +52.7% | +56.7% | -4.1% | +25.9% |
| YTD | +131.9% | +60.7% | +71.1% | +85.3% |
| 1Y | +96.6% | +73.7% | +22.9% | +51.6% |
| 3Y | +163.8% | +82.8% | +81.0% | +88.3% |
| 5Y | +533.1% | -7.0% | +540.1% | +482.4% |
| 10Y | +1,118.6% | +212.3% | +906.3% | +388.3% |
| All | +2,968.0% | +536.7% | +2,431.3% | +682.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling