+104.8%
MMM vs RVMD
+545.7%
-440.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -8.0% | +1.1% | -9.1% | -8.1% |
| 3M | +9.4% | +39.6% | -30.3% | +5.2% |
| 6M | +10.2% | +110.7% | -100.4% | +0.1% |
| YTD | +6.1% | +160.3% | -154.2% | -7.0% |
| 1Y | +10.8% | +404.9% | -394.1% | -12.7% |
| 3Y | +104.8% | +545.5% | -440.7% | +53.8% |
| All | +104.8% | +545.7% | -440.9% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling