+2,110.9%
MOD vs RVMD
+634.9%
+1,476.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +6.3% | -1.2% | +7.5% | +6.6% |
| 30D | -1.7% | +1.1% | -2.7% | -1.9% |
| 3M | -30.1% | +39.6% | -69.7% | -34.4% |
| 6M | +2.7% | +110.7% | -108.0% | -12.0% |
| YTD | +44.1% | +160.3% | -116.2% | +16.4% |
| 1Y | +38.7% | +404.9% | -366.2% | -2.6% |
| 3Y | +309.8% | +545.5% | -235.7% | +167.4% |
| 5Y | +1,569.7% | +584.7% | +985.0% | +904.0% |
| All | +2,110.9% | +634.9% | +1,476.0% | +1,058.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling