+134.7%
MAR vs RVMD
+634.9%
-500.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | -6.9% | +1.1% | -8.0% | -7.1% |
| 3M | -15.8% | +39.6% | -55.4% | -20.2% |
| 6M | +1.9% | +110.7% | -108.7% | -10.5% |
| YTD | +6.6% | +160.3% | -153.7% | -10.5% |
| 1Y | +23.7% | +404.9% | -381.2% | -7.4% |
| 3Y | +64.6% | +545.5% | -480.9% | +12.8% |
| 5Y | +156.4% | +584.7% | -428.3% | +61.3% |
| All | +134.7% | +634.9% | -500.2% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling