+4,100.0%
CMG vs RMD
+1,285.2%
+2,814.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.0% |
| 7D | -1.5% | -4.5% | +3.0% | -0.1% |
| 30D | +12.7% | +4.6% | +8.1% | +11.1% |
| 3M | +26.3% | +14.8% | +11.5% | +20.3% |
| 6M | +4.5% | -12.1% | +16.6% | +7.9% |
| YTD | -0.1% | -7.5% | +7.4% | +1.5% |
| 1Y | -6.8% | -20.1% | +13.3% | -1.0% |
| 3Y | -5.0% | +53.9% | -58.9% | -19.8% |
| 5Y | -3.0% | -22.2% | +19.2% | -0.6% |
| 10Y | +323.6% | +268.2% | +55.3% | +150.7% |
| All | +4,100.0% | +1,285.2% | +2,814.8% | +1,450.9% |
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