+58.1%
MP vs RVMD
+627.7%
-569.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -2.9% | +1.0% | -3.9% | -3.1% |
| 30D | +13.8% | +6.4% | +7.4% | +12.0% |
| 3M | -16.7% | +34.9% | -51.6% | -22.7% |
| 6M | -11.5% | +107.6% | -119.0% | -27.9% |
| YTD | +7.9% | +163.7% | -155.7% | -18.6% |
| 1Y | -15.0% | +439.2% | -454.2% | -47.9% |
| 3Y | +153.5% | +499.2% | -345.7% | +40.3% |
| All | +58.1% | +627.7% | -569.6% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling