+453.7%
MP vs RVMD
+453.6%
+0.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | +8.3% | +1.1% | +7.3% | +7.9% |
| 3M | -3.8% | +39.6% | -43.5% | -11.4% |
| 6M | -4.9% | +110.7% | -115.6% | -22.5% |
| YTD | +9.6% | +160.3% | -150.7% | -16.3% |
| 1Y | -11.7% | +404.9% | -416.6% | -43.8% |
| 3Y | +158.5% | +545.5% | -387.0% | +44.0% |
| 5Y | +68.9% | +584.7% | -515.8% | -16.2% |
| All | +453.7% | +453.6% | +0.1% | +183.8% |
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