+1,120.1%
MOD vs RVMD
+609.5%
+510.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.8% | +9.1% |
| 7D | -13.9% | +6.4% | -20.3% | -15.0% |
| 30D | -41.5% | +5.5% | -47.0% | -42.2% |
| 3M | -45.7% | -2.4% | -43.3% | -45.6% |
| 6M | -61.1% | +41.1% | -102.3% | -63.7% |
| YTD | -20.5% | +151.3% | -171.8% | -35.5% |
| 1Y | -32.1% | +228.1% | -260.2% | -47.8% |
| 3Y | +146.5% | +899.8% | -753.3% | +52.5% |
| 5Y | +812.7% | +514.0% | +298.8% | +461.7% |
| All | +1,120.1% | +609.5% | +510.6% | +542.1% |
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