+447.1%
META vs RMD
+346.1%
+100.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -18.2% | +1.9% | -20.1% | -19.0% |
| 3M | +7.8% | +6.3% | +1.5% | +5.1% |
| 6M | +3.6% | +18.2% | -14.6% | -3.1% |
| YTD | -5.3% | +0.3% | -5.6% | -6.7% |
| 1Y | +2.7% | -4.3% | +7.0% | +2.8% |
| 3Y | +91.5% | +71.3% | +20.2% | +49.3% |
| 5Y | +84.7% | -1.8% | +86.5% | +74.6% |
| All | +447.1% | +346.1% | +100.9% | +207.5% |
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