+839.8%
MOD vs RMD
+349.2%
+490.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.1% |
| 7D | +8.2% | -0.8% | +9.1% | +8.4% |
| 30D | -38.2% | +1.7% | -39.8% | -38.7% |
| 3M | -46.2% | +6.4% | -52.6% | -47.3% |
| 6M | -62.5% | +20.7% | -83.3% | -64.8% |
| YTD | -20.1% | -0.2% | -19.9% | -21.3% |
| 1Y | -29.7% | -4.5% | -25.2% | -29.9% |
| 3Y | +136.2% | +70.5% | +65.7% | +102.0% |
| 5Y | +820.4% | -1.6% | +822.0% | +776.0% |
| 10Y | +839.8% | +342.7% | +497.1% | +660.7% |
| All | +839.8% | +349.2% | +490.6% | +660.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling