+102.0%
META vs RMD
+64.1%
+37.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +5.7% | +1.2% | +4.5% | +5.4% |
| 30D | -10.8% | +2.5% | -13.2% | -11.4% |
| 3M | +8.4% | +11.5% | -3.1% | +5.5% |
| 6M | +5.4% | +14.7% | -9.3% | +1.6% |
| YTD | -2.6% | -1.3% | -1.3% | -3.4% |
| 1Y | +3.5% | -5.3% | +8.8% | +3.4% |
| 3Y | +102.0% | +68.8% | +33.2% | +90.8% |
| All | +102.0% | +64.1% | +37.9% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling