+153.1%
MAR vs RVMD
+560.0%
-407.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.5% |
| 7D | -2.1% | -3.6% | +1.5% | -1.7% |
| 30D | -5.7% | -1.1% | -4.6% | -5.6% |
| 3M | -14.6% | +41.0% | -55.7% | -18.1% |
| 6M | +1.3% | +105.7% | -104.3% | -8.0% |
| YTD | +6.7% | +155.3% | -148.6% | -6.4% |
| 1Y | +26.4% | +402.7% | -376.3% | +1.0% |
| 3Y | +64.7% | +533.1% | -468.4% | +23.9% |
| 5Y | +153.1% | +583.5% | -430.5% | +75.9% |
| All | +153.1% | +560.0% | -407.0% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling