+322.0%
CMG vs RMD
+274.3%
+47.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.1% | -4.4% | +2.4% | -0.9% |
| 30D | +10.9% | -3.1% | +14.1% | +11.8% |
| 3M | +15.8% | +13.8% | +2.1% | +11.1% |
| 6M | +6.9% | -8.6% | +15.5% | +9.0% |
| YTD | -2.2% | -8.6% | +6.5% | -0.3% |
| 1Y | -7.1% | -19.7% | +12.6% | -2.0% |
| 3Y | -7.1% | +48.4% | -55.5% | -19.3% |
| 5Y | -4.8% | -22.7% | +17.9% | -2.4% |
| All | +322.0% | +274.3% | +47.7% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling