+433.8%
MAR vs RMD
+274.3%
+159.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -0.5% | -4.4% | +3.9% | +0.5% |
| 30D | -5.4% | -3.1% | -2.3% | -4.8% |
| 3M | -15.5% | +13.8% | -29.3% | -18.2% |
| 6M | +3.0% | -8.6% | +11.5% | +4.6% |
| YTD | +8.5% | -8.6% | +17.2% | +10.0% |
| 1Y | +26.0% | -19.7% | +45.6% | +31.3% |
| 3Y | +68.6% | +48.4% | +20.2% | +50.4% |
| 5Y | +157.4% | -22.7% | +180.1% | +159.8% |
| All | +433.8% | +274.3% | +159.5% | +291.4% |
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