+25.2%
MCD vs RVMD
+508.4%
-483.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.7% |
| 7D | +5.9% | +6.4% | -0.4% | +5.8% |
| 30D | +19.6% | +5.5% | +14.2% | +19.4% |
| 3M | +3.3% | -2.4% | +5.7% | +3.2% |
| 6M | +3.5% | +41.1% | -37.7% | +2.3% |
| YTD | -6.1% | +151.3% | -157.4% | -9.4% |
| 1Y | -3.7% | +228.1% | -231.7% | -7.9% |
| 3Y | +13.4% | +899.8% | -886.4% | +3.1% |
| 5Y | +25.2% | +514.0% | -488.8% | +14.1% |
| All | +25.2% | +508.4% | -483.2% | +14.1% |
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 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