+93.7%
META vs RMD
-4.0%
+97.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.6% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -15.4% | +1.7% | -17.0% | -16.2% |
| 3M | +5.0% | +6.4% | -1.4% | +2.3% |
| 6M | +5.2% | +20.7% | -15.5% | -2.3% |
| YTD | -4.5% | -0.2% | -4.3% | -5.8% |
| 1Y | +0.6% | -4.5% | +5.1% | +0.7% |
| 3Y | +93.1% | +70.5% | +22.5% | +45.1% |
| 5Y | +93.7% | -1.6% | +95.3% | +85.9% |
| All | +93.7% | -4.0% | +97.7% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling