+26.1%
MMM vs RVMD
+591.3%
-565.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -2.6% | -0.7% | -1.8% | -2.5% |
| 30D | -9.3% | +0.3% | -9.6% | -9.4% |
| 3M | +5.6% | +38.9% | -33.3% | +1.8% |
| 6M | +9.5% | +108.1% | -98.7% | +0.1% |
| YTD | +4.1% | +160.7% | -156.6% | -7.8% |
| 1Y | +9.4% | +407.3% | -397.9% | -10.9% |
| 3Y | +101.0% | +546.6% | -445.6% | +55.0% |
| 5Y | +26.1% | +579.8% | -553.7% | -8.6% |
| All | +26.1% | +591.3% | -565.2% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling