-32.6%
MOD vs RVMD
+244.4%
-276.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.8% | -24.3% | -21.8% |
| 7D | -31.3% | +5.8% | -37.2% | -31.9% |
| 30D | -46.1% | -3.8% | -42.3% | -46.0% |
| 3M | -51.1% | +3.2% | -54.4% | -51.4% |
| 6M | -62.1% | +35.0% | -97.1% | -63.0% |
| YTD | -26.2% | +150.7% | -176.9% | -27.1% |
| 1Y | -32.6% | +241.0% | -273.5% | -44.9% |
| All | -32.6% | +244.4% | -276.9% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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