+3,909.1%
CMG vs RMD
+1,405.2%
+2,503.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.5% | +2.1% | +0.4% | +1.8% |
| 30D | +15.6% | +2.1% | +13.5% | +14.6% |
| 3M | +8.2% | +6.2% | +1.9% | +5.8% |
| 6M | +9.9% | +19.4% | -9.5% | +3.0% |
| YTD | -4.6% | +0.5% | -5.2% | -5.8% |
| 1Y | +12.4% | -3.9% | +16.4% | +12.5% |
| 3Y | -18.0% | +72.5% | -90.5% | -33.1% |
| 5Y | -5.3% | -1.5% | -3.8% | -9.9% |
| 10Y | +344.2% | +345.8% | -1.5% | +146.3% |
| All | +3,909.1% | +1,405.2% | +2,503.9% | +1,338.6% |
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