+906.4%
MOD vs RMD
+350.6%
+555.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.1% |
| 7D | -25.5% | +2.3% | -27.9% | -26.2% |
| 30D | -49.0% | +4.1% | -53.1% | -49.7% |
| 3M | -49.8% | +5.7% | -55.5% | -50.9% |
| 6M | -64.8% | +12.9% | -77.7% | -66.4% |
| YTD | -27.6% | -1.5% | -26.1% | -28.5% |
| 1Y | -35.2% | -4.8% | -30.4% | -35.4% |
| 3Y | +137.1% | +57.5% | +79.6% | +106.1% |
| 5Y | +760.3% | -5.5% | +765.8% | +725.5% |
| All | +906.4% | +350.6% | +555.7% | +701.9% |
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