+213.4%
RSP vs MPC
+1,096.9%
-883.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -1.0% | -16.2% | +15.2% | +3.6% |
| 30D | +2.6% | -15.7% | +18.3% | +6.9% |
| 3M | -0.8% | +24.9% | -25.7% | -7.6% |
| 6M | +6.3% | +52.7% | -46.4% | -6.9% |
| YTD | +14.1% | +131.9% | -117.7% | -12.3% |
| 1Y | +18.0% | +96.6% | -78.6% | -5.0% |
| 3Y | +61.0% | +163.8% | -102.8% | +15.6% |
| 5Y | +45.6% | +533.1% | -487.5% | -22.4% |
| All | +213.4% | +1,096.9% | -883.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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