-4.4%
MDT vs RVMD
+634.9%
-639.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +6.0% | +1.1% | +4.9% | +5.9% |
| 3M | +15.5% | +39.6% | -24.1% | +11.9% |
| 6M | +3.4% | +110.7% | -107.3% | -4.4% |
| YTD | -2.2% | +160.3% | -162.4% | -12.1% |
| 1Y | +2.6% | +404.9% | -402.3% | -14.0% |
| 3Y | +27.5% | +545.5% | -517.9% | +1.0% |
| 5Y | -20.1% | +584.7% | -604.7% | -39.9% |
| All | -4.4% | +634.9% | -639.3% | -39.5% |
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