+154.1%
MAR vs RMD
-22.9%
+177.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.5% | -4.7% | +4.2% | +0.8% |
| 30D | -4.7% | +0.2% | -4.9% | -4.8% |
| 3M | -15.6% | +12.0% | -27.6% | -18.5% |
| 6M | +1.2% | -12.5% | +13.7% | +4.4% |
| YTD | +7.5% | -7.9% | +15.4% | +9.0% |
| 1Y | +26.6% | -20.4% | +47.0% | +33.4% |
| 3Y | +66.0% | +53.1% | +12.8% | +40.5% |
| 5Y | +154.1% | -22.1% | +176.2% | +140.3% |
| All | +154.1% | -22.9% | +177.0% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling