-7.3%
CMG vs RMD
+50.8%
-58.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -3.8% | -4.2% | +0.4% | -2.9% |
| 30D | +12.9% | -2.1% | +15.0% | +13.4% |
| 3M | +18.8% | +13.8% | +5.0% | +14.5% |
| 6M | +4.1% | -10.6% | +14.7% | +6.4% |
| YTD | -2.4% | -8.1% | +5.7% | -0.6% |
| 1Y | -6.7% | -18.0% | +11.3% | -2.8% |
| All | -7.3% | +50.8% | -58.1% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling