+54.2%
RSP vs MKC
-29.9%
+84.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.4% | -4.3% | +4.0% | +0.3% |
| 30D | -1.5% | -2.0% | +0.5% | -1.2% |
| 3M | +4.8% | +10.0% | -5.2% | +3.0% |
| 6M | +10.3% | -18.5% | +28.8% | +14.4% |
| YTD | +14.1% | -22.4% | +36.5% | +19.3% |
| 1Y | +17.0% | -23.6% | +40.6% | +22.7% |
| 3Y | +54.2% | -30.4% | +84.6% | +62.7% |
| All | +54.2% | -29.9% | +84.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling