+1,142.0%
RSP vs MDY
+1,012.2%
+129.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.2% |
| 7D | +1.8% | +3.0% | -1.3% | -0.9% |
| 30D | +3.5% | +0.8% | +2.7% | +2.7% |
| 3M | +0.2% | -5.1% | +5.3% | +4.8% |
| 6M | +9.1% | +1.2% | +8.0% | +7.7% |
| YTD | +16.6% | +12.5% | +4.1% | +4.6% |
| 1Y | +17.9% | +13.8% | +4.2% | +4.7% |
| 3Y | +64.6% | +56.4% | +8.2% | +8.6% |
| 5Y | +48.4% | +35.3% | +13.1% | +10.5% |
| 10Y | +212.9% | +167.7% | +45.2% | +23.0% |
| All | +1,142.0% | +1,012.2% | +129.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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