+23.0%
MMM vs RVMD
+244.4%
-221.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.8% | +6.7% | +9.4% |
| 7D | +12.2% | +5.8% | +6.4% | +11.9% |
| 30D | +18.8% | -3.8% | +22.7% | +18.9% |
| 3M | +7.4% | +3.2% | +4.1% | +7.1% |
| 6M | +38.3% | +35.0% | +3.3% | +36.3% |
| YTD | +22.9% | +150.7% | -127.9% | +21.4% |
| 1Y | +23.0% | +241.0% | -218.0% | +18.2% |
| All | +23.0% | +244.4% | -221.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling