-37.3%
MP vs RVMD
+175.3%
-212.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.4% |
| 7D | +11.0% | -0.7% | +11.7% | +11.2% |
| 30D | -11.7% | -6.4% | -5.3% | -10.7% |
| 3M | -30.8% | -14.1% | -16.7% | -29.0% |
| 6M | -42.9% | +21.0% | -63.9% | -44.8% |
| YTD | -25.9% | +121.4% | -147.3% | -37.2% |
| 1Y | -37.3% | +167.9% | -205.2% | -54.0% |
| All | -37.3% | +175.3% | -212.6% | -54.0% |
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