+191.0%
MOD vs RVMD
+781.3%
-590.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.3% | +30.2% | +28.4% |
| 7D | +40.4% | -10.4% | +50.8% | +44.1% |
| 30D | -14.0% | -11.0% | -3.0% | -11.8% |
| 3M | -33.3% | -14.7% | -18.6% | -31.1% |
| 6M | -51.4% | +14.9% | -66.3% | -53.3% |
| YTD | +1.6% | +116.3% | -114.7% | -21.1% |
| 1Y | +5.4% | +167.6% | -162.2% | -24.8% |
| 3Y | +191.0% | +776.8% | -585.8% | +32.4% |
| All | +191.0% | +781.3% | -590.3% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling