+12.9%
CME vs RMD
+16.9%
-4.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | +2.5% | -0.8% | +3.3% | +2.5% |
| 30D | +13.9% | +1.7% | +12.3% | +13.4% |
| 3M | +22.4% | +6.4% | +16.0% | +21.1% |
| 6M | +12.9% | +20.7% | -7.8% | +8.0% |
| All | +12.9% | +16.9% | -4.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 6mo: compounded portfolio wealth divided by compounded RMD 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…
6mo analysis · Full analysis span regression · 6 months rolling