+37.8%
MCD vs RVMD
+644.5%
-606.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +1.0% | -3.9% | -2.9% |
| 30D | -6.0% | +6.4% | -12.5% | -6.4% |
| 3M | -5.6% | +34.9% | -40.5% | -7.5% |
| 6M | -21.9% | +107.6% | -129.4% | -26.0% |
| YTD | -14.7% | +163.7% | -178.4% | -21.0% |
| 1Y | -17.3% | +439.2% | -456.5% | -27.4% |
| 3Y | -2.2% | +499.2% | -501.4% | -16.9% |
| 5Y | +20.3% | +621.7% | -601.4% | -3.2% |
| All | +37.8% | +644.5% | -606.7% | -6.9% |
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 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