+18.0%
RSP vs MDB
-13.6%
+31.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.5% |
| 7D | -1.0% | -11.4% | +10.3% | -0.6% |
| 30D | +2.6% | -13.8% | +16.4% | +3.1% |
| 3M | -0.8% | -15.5% | +14.7% | -0.5% |
| 6M | +6.3% | +17.9% | -11.7% | +5.0% |
| YTD | +14.1% | -25.5% | +39.6% | +14.0% |
| 1Y | +18.0% | -12.1% | +30.1% | +17.6% |
| All | +18.0% | -13.6% | +31.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling