+50.5%
MP vs RDW
-13.0%
+63.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.8% |
| 7D | -4.6% | +4.8% | -9.4% | -5.6% |
| 30D | -7.1% | -19.5% | +12.4% | -2.6% |
| 3M | -4.0% | -26.9% | +22.9% | +1.7% |
| 6M | -16.7% | +17.8% | -34.4% | -23.3% |
| YTD | +1.6% | +43.0% | -41.4% | -11.2% |
| 1Y | -17.8% | +32.1% | -49.9% | -28.3% |
| 3Y | +139.6% | +250.6% | -111.1% | +39.0% |
| 5Y | +50.5% | -6.6% | +57.1% | +4.1% |
| All | +50.5% | -13.0% | +63.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling