+208.0%
RSP vs MPC
+1,131.7%
-923.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.8% | +5.4% | -6.2% | -2.2% |
| 30D | -0.3% | +31.0% | -31.3% | -7.7% |
| 3M | +4.3% | +46.0% | -41.7% | -6.6% |
| 6M | +8.8% | +77.3% | -68.5% | -8.5% |
| YTD | +15.3% | +141.9% | -126.6% | -11.8% |
| 1Y | +18.3% | +120.9% | -102.6% | -7.4% |
| 3Y | +52.8% | +182.7% | -129.9% | +8.2% |
| 5Y | +51.7% | +646.4% | -594.7% | -22.5% |
| All | +208.0% | +1,131.7% | -923.8% | +22.6% |
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