+52.2%
MP vs RDW
-0.7%
+53.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | -7.4% | +0.9% | -8.2% | -7.6% |
| 30D | -6.7% | -21.3% | +14.6% | -1.8% |
| 3M | -11.7% | -37.9% | +26.2% | -3.3% |
| 6M | -18.9% | +12.3% | -31.1% | -24.5% |
| YTD | 0.0% | +39.7% | -39.8% | -11.9% |
| 1Y | -19.9% | +25.7% | -45.5% | -29.2% |
| 3Y | +133.4% | +230.8% | -97.4% | +39.9% |
| 5Y | +48.1% | -8.8% | +56.8% | +0.5% |
| All | +52.2% | -0.7% | +53.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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