+2,137.5%
MOD vs RVMD
+644.5%
+1,493.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +9.6% | +1.0% | +8.6% | +9.4% |
| 30D | 0.0% | +6.4% | -6.4% | -1.2% |
| 3M | -35.4% | +34.9% | -70.3% | -38.9% |
| 6M | -7.3% | +107.6% | -114.8% | -20.3% |
| YTD | +45.8% | +163.7% | -117.9% | +17.6% |
| 1Y | +43.1% | +439.2% | -396.1% | -0.8% |
| 3Y | +297.7% | +499.2% | -201.5% | +163.1% |
| 5Y | +1,478.8% | +621.7% | +857.0% | +838.6% |
| All | +2,137.5% | +644.5% | +1,493.0% | +1,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling