+48.7%
RSP vs MPC
+563.2%
-514.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +1.4% |
| 7D | +0.4% | -9.4% | +9.9% | +2.2% |
| 30D | +3.7% | -14.3% | +18.0% | +6.5% |
| 3M | +0.8% | +31.1% | -30.3% | -5.4% |
| 6M | +9.1% | +60.3% | -51.2% | -2.4% |
| YTD | +16.7% | +142.5% | -125.8% | -6.3% |
| 1Y | +19.7% | +104.6% | -84.9% | +0.1% |
| 3Y | +66.7% | +191.7% | -125.0% | +23.3% |
| 5Y | +48.7% | +549.2% | -500.5% | -15.6% |
| All | +48.7% | +563.2% | -514.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling