+36.6%
MCD vs RVMD
+636.2%
-599.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | -0.7% | -2.1% | -2.8% |
| 30D | -6.7% | +0.3% | -7.1% | -6.8% |
| 3M | -9.6% | +38.9% | -48.4% | -11.5% |
| 6M | -22.3% | +108.1% | -130.4% | -26.5% |
| YTD | -15.4% | +160.7% | -176.2% | -21.6% |
| 1Y | -16.8% | +407.3% | -424.1% | -26.7% |
| 3Y | -2.4% | +546.6% | -549.0% | -17.7% |
| 5Y | +19.4% | +579.8% | -560.4% | -3.3% |
| All | +36.6% | +636.2% | -599.6% | -7.7% |
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 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