-5.8%
MDT vs RVMD
+622.3%
-628.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.4% | -3.0% | -0.4% | -3.2% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | +14.3% | +36.5% | -22.3% | +10.9% |
| 6M | +4.0% | +104.6% | -100.6% | -3.6% |
| YTD | -3.7% | +155.8% | -159.5% | -13.3% |
| 1Y | -0.4% | +340.7% | -341.0% | -15.3% |
| 3Y | +23.3% | +519.9% | -496.6% | -1.9% |
| 5Y | -18.9% | +584.9% | -603.8% | -39.0% |
| All | -5.8% | +622.3% | -628.2% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling