+12.5%
RSP vs MDLN
-7.5%
+20.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.3% |
| 7D | -3.1% | -11.5% | +8.4% | -2.2% |
| 30D | -3.4% | -7.6% | +4.2% | -2.9% |
| 3M | +3.6% | -11.4% | +15.0% | +4.5% |
| 6M | +9.0% | -24.5% | +33.4% | +10.9% |
| YTD | +12.2% | -22.9% | +35.1% | +14.8% |
| All | +12.5% | -7.5% | +20.0% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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