+58.2%
MMM vs RVMD
+644.5%
-586.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -3.3% | +1.0% | -4.3% | -3.4% |
| 30D | -7.0% | +6.4% | -13.5% | -7.6% |
| 3M | +10.8% | +34.9% | -24.1% | +7.5% |
| 6M | +5.8% | +107.6% | -101.8% | -2.5% |
| YTD | +6.8% | +163.7% | -156.9% | -4.5% |
| 1Y | +10.4% | +439.2% | -428.8% | -8.7% |
| 3Y | +104.7% | +499.2% | -394.5% | +63.6% |
| 5Y | +23.6% | +621.7% | -598.2% | -6.2% |
| All | +58.2% | +644.5% | -586.3% | +9.1% |
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