+584.1%
MA vs RMD
+346.1%
+237.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +7.9% | +1.9% | +6.0% | +6.9% |
| 3M | +16.8% | +6.3% | +10.5% | +13.9% |
| 6M | +31.0% | +18.2% | +12.8% | +22.5% |
| YTD | +15.0% | +0.3% | +14.8% | +13.4% |
| 1Y | +17.0% | -4.3% | +21.3% | +17.2% |
| 3Y | +68.5% | +71.3% | -2.8% | +29.4% |
| 5Y | +85.0% | -1.8% | +86.7% | +73.8% |
| All | +584.1% | +346.1% | +237.9% | +284.2% |
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