-34.6%
MP vs RVMD
+244.4%
-279.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.8% | -7.9% | -5.6% |
| 7D | -12.5% | +5.8% | -18.4% | -13.5% |
| 30D | -23.3% | -3.8% | -19.5% | -23.0% |
| 3M | -24.4% | +3.2% | -27.6% | -25.0% |
| 6M | -45.8% | +35.0% | -80.8% | -48.6% |
| YTD | -28.9% | +150.7% | -179.6% | -40.0% |
| 1Y | -34.6% | +241.0% | -275.5% | -49.2% |
| All | -34.6% | +244.4% | -279.0% | -49.2% |
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