+150.9%
MP vs RDW
+244.1%
-93.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -0.9% |
| 7D | -0.7% | +3.6% | -4.3% | -1.5% |
| 30D | -0.7% | -18.4% | +17.8% | +3.7% |
| 3M | 0.0% | -32.1% | +32.1% | +6.9% |
| 6M | -10.0% | +10.9% | -20.8% | -15.7% |
| YTD | +7.5% | +40.8% | -33.3% | -4.2% |
| 1Y | -14.0% | +31.1% | -45.1% | -23.6% |
| All | +150.9% | +244.1% | -93.1% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling