+1,604.6%
MOD vs RMD
+279.4%
+1,325.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +9.6% | -5.0% | +14.6% | +10.8% |
| 30D | 0.0% | +2.2% | -2.2% | -0.7% |
| 3M | -35.4% | +17.8% | -53.2% | -38.5% |
| 6M | -7.3% | -11.3% | +4.1% | -5.1% |
| YTD | +45.8% | -4.4% | +50.2% | +45.8% |
| 1Y | +43.1% | -15.7% | +58.9% | +47.9% |
| 3Y | +297.7% | +47.7% | +249.9% | +251.9% |
| 5Y | +1,478.8% | -19.2% | +1,498.0% | +1,476.1% |
| All | +1,604.6% | +279.4% | +1,325.2% | +1,158.4% |
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