+744.3%
RSP vs MPWR
+16,239.8%
-15,495.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.1% | +6.9% | +3.0% |
| 7D | +2.7% | +4.1% | -1.4% | +1.6% |
| 30D | +5.8% | -14.8% | +20.6% | +9.2% |
| 3M | +1.8% | -5.4% | +7.2% | +2.1% |
| 6M | +11.6% | -19.6% | +31.2% | +14.4% |
| YTD | +18.0% | +39.8% | -21.9% | +5.2% |
| 1Y | +21.8% | +32.5% | -10.7% | +9.8% |
| 3Y | +65.6% | +161.4% | -95.9% | +17.7% |
| 5Y | +51.6% | +144.5% | -92.8% | +3.1% |
| 10Y | +231.0% | +1,682.6% | -1,451.6% | +30.4% |
| All | +744.3% | +16,239.8% | -15,495.6% | +108.1% |
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