+93.4%
META vs RMD
+60.1%
+33.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -3.1% | -5.3% | +2.2% | -2.1% |
| 30D | -18.1% | +8.4% | -26.5% | -19.7% |
| 3M | +2.9% | +7.1% | -4.3% | +1.0% |
| 6M | +0.2% | +15.8% | -15.6% | -3.5% |
| YTD | -8.1% | +0.2% | -8.3% | -9.1% |
| 1Y | -4.5% | -1.4% | -3.2% | -5.4% |
| All | +93.4% | +60.1% | +33.3% | +81.7% |
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