-35.5%
MOD vs RMD
-5.4%
-30.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -3.1% |
| 7D | -17.8% | +3.1% | -20.9% | -16.6% |
| 30D | -43.2% | +1.8% | -45.0% | -42.1% |
| 3M | -46.0% | +6.7% | -52.7% | -44.4% |
| 6M | -62.2% | +13.9% | -76.1% | -60.0% |
| YTD | -22.8% | -2.0% | -20.8% | -15.6% |
| 1Y | -35.5% | -5.4% | -30.1% | -27.7% |
| All | -35.5% | -5.4% | -30.1% | -27.7% |
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 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