+3,101.0%
MPC vs RVTY
+434.3%
+2,666.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | +1.1% | +4.3% | +5.0% |
| 30D | +31.0% | +13.2% | +17.8% | +24.7% |
| 3M | +46.0% | +27.2% | +18.8% | +31.8% |
| 6M | +77.3% | +32.4% | +44.9% | +55.0% |
| YTD | +141.9% | +34.9% | +107.0% | +108.2% |
| 1Y | +120.9% | +52.4% | +68.5% | +78.9% |
| 3Y | +182.7% | +12.3% | +170.4% | +148.4% |
| 5Y | +646.4% | -30.8% | +677.3% | +691.4% |
| 10Y | +1,138.7% | +150.7% | +988.0% | +448.6% |
| All | +3,101.0% | +434.3% | +2,666.7% | +778.6% |
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