+104.5%
MA vs RVMD
+540.6%
-436.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +1.0% |
| 7D | -1.8% | -9.5% | +7.7% | -0.8% |
| 30D | +11.0% | -6.8% | +17.9% | +11.6% |
| 3M | +17.9% | -12.1% | +30.0% | +19.1% |
| 6M | +33.2% | +25.4% | +7.8% | +28.8% |
| YTD | +16.5% | +126.9% | -110.4% | +2.7% |
| 1Y | +19.1% | +182.0% | -162.9% | +2.0% |
| 3Y | +70.6% | +816.8% | -746.2% | +21.7% |
| 5Y | +92.1% | +464.0% | -371.9% | +35.5% |
| All | +104.5% | +540.6% | -436.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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