+51.5%
RSP vs MKC
-33.2%
+84.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.4% | -4.3% | +4.0% | +0.5% |
| 30D | -1.5% | -2.0% | +0.5% | -1.2% |
| 3M | +4.8% | +10.0% | -5.2% | +2.4% |
| 6M | +10.3% | -18.5% | +28.8% | +15.2% |
| YTD | +14.1% | -22.4% | +36.5% | +20.3% |
| 1Y | +17.0% | -23.6% | +40.6% | +23.7% |
| 3Y | +54.2% | -30.4% | +84.6% | +66.3% |
| 5Y | +51.5% | -34.2% | +85.7% | +66.1% |
| All | +51.5% | -33.2% | +84.7% | +66.1% |
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