+274.5%
MP vs RVMD
+370.9%
-96.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.5% |
| 7D | +11.0% | -0.7% | +11.7% | +11.1% |
| 30D | -11.7% | -6.4% | -5.3% | -10.6% |
| 3M | -30.8% | -14.1% | -16.7% | -28.6% |
| 6M | -42.9% | +21.0% | -63.9% | -45.8% |
| YTD | -25.9% | +121.4% | -147.3% | -41.4% |
| 1Y | -37.3% | +167.9% | -205.2% | -52.8% |
| 3Y | +150.7% | +794.7% | -644.1% | +31.4% |
| 5Y | -19.3% | +437.2% | -456.4% | -57.7% |
| All | +274.5% | +370.9% | -96.4% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling