+52.4%
RSP vs MCHP
-1.6%
+54.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | -2.5% | -9.8% | +7.2% | -0.8% |
| 3M | +3.0% | -19.7% | +22.7% | +6.3% |
| 6M | +8.9% | +13.6% | -4.7% | +4.3% |
| YTD | +13.0% | +16.5% | -3.6% | +7.1% |
| 1Y | +16.2% | +15.7% | +0.6% | +9.9% |
| All | +52.4% | -1.6% | +54.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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