+52.0%
MCD vs RVMD
+584.4%
-532.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | +7.3% | -0.6% | +7.9% | +7.3% |
| 30D | +20.0% | +1.7% | +18.2% | +19.7% |
| 3M | +3.8% | -6.7% | +10.5% | +4.0% |
| 6M | +3.8% | +36.1% | -32.4% | +1.4% |
| YTD | -5.9% | +142.4% | -148.3% | -12.5% |
| 1Y | -3.2% | +207.8% | -211.0% | -11.6% |
| 3Y | +13.3% | +879.5% | -866.2% | -6.9% |
| 5Y | +25.2% | +509.0% | -483.8% | +2.6% |
| All | +52.0% | +584.4% | -532.3% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling