+137.1%
MOD vs RMD
+57.4%
+79.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.0% |
| 7D | -25.5% | +2.3% | -27.9% | -26.0% |
| 30D | -49.0% | +4.1% | -53.1% | -49.5% |
| 3M | -49.8% | +5.7% | -55.5% | -50.6% |
| 6M | -64.8% | +12.9% | -77.7% | -66.2% |
| YTD | -27.6% | -1.5% | -26.1% | -27.3% |
| 1Y | -35.2% | -4.8% | -30.4% | -34.1% |
| 3Y | +137.1% | +57.5% | +79.6% | +111.1% |
| All | +137.1% | +57.4% | +79.7% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling