+51.6%
MCD vs RVMD
+609.5%
-557.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.5% |
| 7D | +5.9% | +6.4% | -0.4% | +5.5% |
| 30D | +19.6% | +5.5% | +14.2% | +19.1% |
| 3M | +3.3% | -2.4% | +5.7% | +3.2% |
| 6M | +3.5% | +41.1% | -37.7% | +0.9% |
| YTD | -6.1% | +151.3% | -157.4% | -12.9% |
| 1Y | -3.7% | +228.1% | -231.7% | -12.4% |
| 3Y | +13.4% | +899.8% | -886.4% | -6.9% |
| 5Y | +25.2% | +514.0% | -488.8% | +2.6% |
| All | +51.6% | +609.5% | -557.9% | +2.6% |
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