+1,127.7%
RSP vs MCHP
+1,231.2%
-103.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -0.8% | +1.7% | -2.5% | -1.4% |
| 30D | -0.3% | -4.1% | +3.7% | +0.5% |
| 3M | +4.3% | -22.5% | +26.8% | +11.7% |
| 6M | +8.8% | +7.3% | +1.5% | +2.7% |
| YTD | +15.3% | +18.4% | -3.1% | +4.3% |
| 1Y | +18.3% | +18.1% | +0.2% | +5.9% |
| 3Y | +52.8% | -2.8% | +55.6% | +36.2% |
| 5Y | +51.7% | +5.5% | +46.2% | +24.9% |
| 10Y | +208.5% | +185.8% | +22.7% | +49.6% |
| All | +1,127.7% | +1,231.2% | -103.4% | +205.1% |
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