+57.4%
MAR vs RVMD
+244.4%
-187.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.9% |
| 7D | +7.7% | +5.8% | +1.9% | +7.4% |
| 30D | +19.4% | -3.8% | +23.2% | +19.5% |
| 3M | +23.3% | +3.2% | +20.1% | +23.0% |
| 6M | +22.8% | +35.0% | -12.2% | +20.7% |
| YTD | +37.8% | +150.7% | -113.0% | +33.5% |
| 1Y | +57.4% | +241.0% | -183.6% | +51.6% |
| All | +57.4% | +244.4% | -187.0% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling