+500.9%
MAR vs RMD
+346.1%
+154.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +14.3% | +1.9% | +12.4% | +13.6% |
| 3M | +20.0% | +6.3% | +13.7% | +18.0% |
| 6M | +21.7% | +18.2% | +3.5% | +16.5% |
| YTD | +37.7% | +0.3% | +37.4% | +36.4% |
| 1Y | +46.8% | -4.3% | +51.1% | +46.9% |
| 3Y | +121.0% | +71.3% | +49.8% | +90.6% |
| 5Y | +183.1% | -1.8% | +184.9% | +172.1% |
| All | +500.9% | +346.1% | +154.8% | +319.8% |
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