-11.7%
MP vs RVMD
+414.4%
-426.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | +8.3% | +1.1% | +7.3% | +8.1% |
| 3M | -3.8% | +39.6% | -43.5% | -7.8% |
| 6M | -4.9% | +110.7% | -115.6% | -13.6% |
| YTD | +9.6% | +160.3% | -150.7% | -0.3% |
| 1Y | -11.7% | +404.9% | -416.6% | -5.8% |
| All | -11.7% | +414.4% | -426.2% | -5.8% |
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 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