+920.8%
MDB vs RMD
+228.6%
+692.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.5% | +4.6% |
| 7D | -0.9% | +1.2% | -2.1% | -1.7% |
| 30D | -15.2% | +2.5% | -17.6% | -16.4% |
| 3M | -17.9% | +11.5% | -29.5% | -22.4% |
| 6M | +9.3% | +14.7% | -5.4% | +0.6% |
| YTD | -22.0% | -1.3% | -20.7% | -23.3% |
| 1Y | -9.3% | -5.3% | -4.1% | -9.0% |
| 3Y | -10.4% | +68.8% | -79.1% | -40.0% |
| 5Y | -43.2% | -5.9% | -37.4% | -46.1% |
| All | +920.8% | +228.6% | +692.2% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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