+73.0%
MMM vs RVMD
+510.7%
-437.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -0.4% | -10.4% | +10.0% | +0.6% |
| 30D | +12.1% | -11.0% | +23.1% | +13.3% |
| 3M | +1.4% | -14.7% | +16.1% | +2.7% |
| 6M | +26.6% | +14.9% | +11.7% | +24.3% |
| YTD | +16.8% | +116.3% | -99.5% | +6.3% |
| 1Y | +10.1% | +167.6% | -157.5% | -2.1% |
| 3Y | +158.4% | +776.8% | -618.4% | +102.2% |
| 5Y | +43.1% | +424.8% | -381.7% | +11.7% |
| All | +73.0% | +510.7% | -437.7% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling