+48.4%
RSP vs MCHP
-17.1%
+65.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.8% | -4.3% | +6.0% | +2.6% |
| 30D | +3.5% | -16.3% | +19.8% | +7.1% |
| 3M | +0.2% | -21.4% | +21.6% | +5.0% |
| 6M | +9.1% | -35.8% | +44.9% | +18.5% |
| YTD | +16.6% | -0.9% | +17.5% | +12.3% |
| 1Y | +17.9% | +14.5% | +3.4% | +9.0% |
| 3Y | +64.6% | -13.7% | +78.3% | +54.8% |
| 5Y | +48.4% | -16.9% | +65.3% | +33.3% |
| All | +48.4% | -17.1% | +65.5% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling