+436.0%
META vs RMD
+340.4%
+95.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.3% | +3.1% | +0.2% | +2.2% |
| 30D | -10.8% | +1.8% | -12.5% | -11.6% |
| 3M | +7.9% | +6.7% | +1.2% | +5.0% |
| 6M | +5.4% | +13.9% | -8.5% | -0.2% |
| YTD | -2.6% | -2.0% | -0.6% | -3.3% |
| 1Y | +1.9% | -5.4% | +7.3% | +2.3% |
| 3Y | +97.0% | +67.4% | +29.6% | +54.7% |
| 5Y | +97.6% | -5.7% | +103.4% | +89.5% |
| 10Y | +436.0% | +338.4% | +97.7% | +198.1% |
| All | +436.0% | +340.4% | +95.7% | +198.1% |
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