+19.5%
RSP vs MULL
+2,366.2%
-2,346.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.3% | +8.7% | -0.3% |
| 7D | -3.1% | +3.6% | -6.7% | -3.3% |
| 30D | -3.4% | +22.0% | -25.4% | -4.5% |
| 3M | +3.6% | -8.6% | +12.3% | +1.7% |
| 6M | +9.0% | +248.5% | -239.5% | -3.9% |
| YTD | +12.2% | +516.3% | -504.1% | -6.4% |
| 1Y | +15.6% | +2,036.6% | -2,021.1% | -15.0% |
| All | +19.5% | +2,366.2% | -2,346.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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