-66.4%
MOD vs RMD
+14.1%
-80.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.6% |
| 7D | -34.2% | -5.3% | -28.8% | -34.7% |
| 30D | -51.9% | +8.4% | -60.3% | -47.8% |
| 3M | -53.0% | +7.1% | -60.2% | -49.3% |
| 6M | -66.4% | +15.8% | -82.1% | -60.9% |
| All | -66.4% | +14.1% | -80.4% | -60.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling