+1,126.1%
MOD vs RVMD
+540.6%
+585.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +4.7% |
| 7D | +8.2% | -9.5% | +17.7% | +10.3% |
| 30D | -38.2% | -6.8% | -31.3% | -37.5% |
| 3M | -46.2% | -12.1% | -34.1% | -45.1% |
| 6M | -62.5% | +25.4% | -87.9% | -64.2% |
| YTD | -20.1% | +126.9% | -147.0% | -33.9% |
| 1Y | -29.7% | +182.0% | -211.7% | -44.4% |
| 3Y | +136.2% | +816.8% | -680.6% | +48.5% |
| 5Y | +820.4% | +464.0% | +356.4% | +475.1% |
| All | +1,126.1% | +540.6% | +585.5% | +557.4% |
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