+1,010.5%
MOD vs RVMD
+581.6%
+428.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.2% | -2.5% | +4.1% |
| 7D | -25.5% | +0.5% | -26.1% | -25.7% |
| 30D | -49.0% | -4.3% | -44.7% | -48.7% |
| 3M | -49.8% | -2.8% | -47.0% | -49.7% |
| 6M | -64.8% | +27.3% | -92.0% | -66.5% |
| YTD | -27.6% | +141.4% | -169.0% | -40.8% |
| 1Y | -35.2% | +213.3% | -248.5% | -49.8% |
| 3Y | +137.1% | +792.7% | -655.5% | +49.5% |
| 5Y | +760.3% | +470.6% | +289.7% | +436.8% |
| All | +1,010.5% | +581.6% | +428.9% | +488.6% |
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