+50.4%
RSP vs MKC
-35.7%
+86.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.3% | -7.0% | +6.7% | +1.2% |
| 30D | +4.4% | +4.1% | +0.4% | +3.5% |
| 3M | +1.3% | -10.3% | +11.6% | +3.3% |
| 6M | +10.0% | +1.7% | +8.3% | +9.0% |
| YTD | +17.6% | -29.1% | +46.7% | +26.1% |
| 1Y | +19.2% | -26.0% | +45.2% | +26.3% |
| 3Y | +66.0% | -21.5% | +87.5% | +71.3% |
| 5Y | +50.4% | -35.0% | +85.5% | +66.4% |
| All | +50.4% | -35.7% | +86.1% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling