+64.3%
MP vs RDW
-1.6%
+65.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | -2.9% | -3.1% | +0.3% | -2.2% |
| 30D | +13.8% | -1.8% | +15.6% | +14.1% |
| 3M | -16.7% | -50.9% | +34.2% | -4.5% |
| 6M | -11.5% | +13.5% | -25.0% | -17.9% |
| YTD | +7.9% | +38.6% | -30.6% | -4.7% |
| 1Y | -15.0% | +28.3% | -43.3% | -25.1% |
| 3Y | +153.5% | +217.2% | -63.7% | +53.4% |
| 5Y | +58.7% | -14.0% | +72.6% | +7.7% |
| All | +64.3% | -1.6% | +65.9% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling