+50.5%
RSP vs MCHP
+5.4%
+45.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | -2.5% | -9.8% | +7.2% | -0.3% |
| 3M | +3.0% | -19.7% | +22.7% | +7.2% |
| 6M | +8.9% | +13.6% | -4.7% | +3.1% |
| YTD | +13.0% | +16.5% | -3.6% | +5.7% |
| 1Y | +16.2% | +15.7% | +0.6% | +8.2% |
| 3Y | +52.7% | 0.0% | +52.7% | +39.9% |
| 5Y | +50.5% | +4.4% | +46.1% | +29.0% |
| All | +50.5% | +5.4% | +45.1% | +29.0% |
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