+724.8%
RSP vs MPWR
+15,734.2%
-15,009.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.8% | -2.6% | +1.8% | -0.2% |
| 30D | -0.3% | -9.0% | +8.7% | +1.7% |
| 3M | +4.3% | -25.8% | +30.1% | +10.1% |
| 6M | +8.8% | +11.8% | -2.9% | +3.5% |
| YTD | +15.3% | +35.5% | -20.2% | +4.3% |
| 1Y | +18.3% | +45.3% | -27.0% | +4.5% |
| 3Y | +52.8% | +138.5% | -85.6% | +11.5% |
| 5Y | +51.7% | +152.8% | -101.1% | +2.8% |
| 10Y | +208.5% | +1,616.6% | -1,408.1% | +23.4% |
| All | +724.8% | +15,734.2% | -15,009.4% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 all: compounded portfolio wealth divided by compounded MPWR 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…
all analysis · Full analysis span regression · 6 months rolling