-28.0%
MOD vs RMD
-4.0%
-24.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.4% |
| 7D | +16.1% | +0.1% | +16.0% | +16.1% |
| 30D | -38.5% | +1.9% | -40.4% | -37.2% |
| 3M | -46.8% | +6.3% | -53.1% | -45.1% |
| 6M | -61.6% | +18.2% | -79.8% | -59.3% |
| YTD | -20.5% | +0.3% | -20.8% | -12.6% |
| 1Y | -28.0% | -4.3% | -23.8% | -17.5% |
| All | -28.0% | -4.0% | -24.1% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling