+209.8%
RSP vs MKC
+26.7%
+183.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.8% | -4.3% | +2.5% | -0.5% |
| 30D | -2.5% | -3.1% | +0.6% | -1.7% |
| 3M | +3.0% | +6.8% | -3.8% | +0.6% |
| 6M | +8.9% | -18.3% | +27.2% | +15.1% |
| YTD | +13.0% | -23.1% | +36.0% | +21.2% |
| 1Y | +16.2% | -23.7% | +39.9% | +24.7% |
| 3Y | +52.7% | -31.0% | +83.7% | +67.3% |
| 5Y | +50.5% | -33.5% | +84.0% | +64.2% |
| 10Y | +209.8% | +30.3% | +179.6% | +176.8% |
| All | +209.8% | +26.7% | +183.2% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling