+6,781.2%
CME vs RMD
+3,557.2%
+3,224.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -5.0% | +3.4% | -0.1% |
| 30D | +6.2% | +2.2% | +4.0% | +5.3% |
| 3M | +10.4% | +17.8% | -7.4% | +4.4% |
| 6M | -9.5% | -11.3% | +1.8% | -7.0% |
| YTD | +6.0% | -4.4% | +10.4% | +6.2% |
| 1Y | +9.3% | -15.7% | +25.0% | +13.5% |
| 3Y | +57.7% | +47.7% | +9.9% | +30.1% |
| 5Y | +77.7% | -19.2% | +96.9% | +75.7% |
| 10Y | +281.2% | +280.4% | +0.8% | +95.7% |
| All | +6,781.2% | +3,557.2% | +3,224.0% | +1,262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling