+1,144.5%
RSP vs MCHP
+1,007.0%
+137.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.4% | +5.7% | -3.3% | +0.4% |
| 30D | +4.3% | -13.4% | +17.7% | +8.6% |
| 3M | -0.3% | -20.1% | +19.8% | +6.3% |
| 6M | +9.8% | -35.5% | +45.3% | +23.5% |
| YTD | +16.8% | -1.6% | +18.4% | +11.3% |
| 1Y | +19.5% | +15.5% | +4.0% | +6.8% |
| 3Y | +65.1% | -13.2% | +78.3% | +51.2% |
| 5Y | +48.7% | -17.5% | +66.2% | +32.6% |
| 10Y | +213.6% | +136.0% | +77.6% | +60.8% |
| All | +1,144.5% | +1,007.0% | +137.5% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling