-19.5%
MDT vs RMD
-22.9%
+3.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.3% | -4.7% | +4.4% | +1.0% |
| 30D | +2.8% | +0.2% | +2.5% | +2.6% |
| 3M | +13.1% | +12.0% | +1.1% | +9.3% |
| 6M | +2.3% | -12.5% | +14.9% | +5.4% |
| YTD | -2.7% | -7.9% | +5.2% | -1.3% |
| 1Y | +0.9% | -20.4% | +21.2% | +6.1% |
| 3Y | +26.8% | +53.1% | -26.3% | +8.0% |
| 5Y | -19.5% | -22.1% | +2.7% | -16.8% |
| All | -19.5% | -22.9% | +3.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling