+810.7%
MOD vs RMD
+346.1%
+464.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | +16.1% | +0.1% | +16.0% | +16.1% |
| 30D | -38.5% | +1.9% | -40.4% | -39.1% |
| 3M | -46.8% | +6.3% | -53.1% | -47.9% |
| 6M | -61.6% | +18.2% | -79.8% | -63.7% |
| YTD | -20.5% | +0.3% | -20.8% | -21.8% |
| 1Y | -28.0% | -4.3% | -23.8% | -28.3% |
| 3Y | +134.9% | +71.3% | +63.7% | +100.7% |
| 5Y | +833.2% | -1.8% | +834.9% | +788.4% |
| All | +810.7% | +346.1% | +464.6% | +646.4% |
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