+1,082.7%
MOD vs RVMD
+425.4%
+657.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.3% | +30.2% | +28.3% |
| 7D | +40.4% | -10.4% | +50.8% | +43.1% |
| 30D | -14.0% | -11.0% | -3.0% | -12.4% |
| 3M | -33.3% | -14.7% | -18.6% | -31.7% |
| 6M | -51.4% | +14.9% | -66.3% | -52.8% |
| YTD | +1.6% | +116.3% | -114.7% | -14.5% |
| 1Y | +5.4% | +167.6% | -162.2% | -15.1% |
| 3Y | +191.0% | +776.8% | -585.8% | +90.1% |
| All | +1,082.7% | +425.4% | +657.3% | +640.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling