-28.0%
MOD vs RVMD
+175.3%
-203.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +16.1% | -0.7% | +16.8% | +16.2% |
| 30D | -38.5% | -6.4% | -32.1% | -38.0% |
| 3M | -46.8% | -14.1% | -32.7% | -45.8% |
| 6M | -61.6% | +21.0% | -82.6% | -62.0% |
| YTD | -20.5% | +121.4% | -141.9% | -21.0% |
| 1Y | -28.0% | +167.9% | -195.9% | -39.1% |
| All | -28.0% | +175.3% | -203.4% | -39.1% |
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 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