-10.9%
MP vs RVMD
+425.4%
-436.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.1% |
| 7D | +9.5% | -10.4% | +19.9% | +12.4% |
| 30D | -3.0% | -11.0% | +8.0% | -0.4% |
| 3M | -30.4% | -14.7% | -15.7% | -28.0% |
| 6M | -39.2% | +14.9% | -54.1% | -41.6% |
| YTD | -23.3% | +116.3% | -139.6% | -39.6% |
| 1Y | -32.6% | +167.6% | -200.3% | -49.9% |
| 3Y | +159.3% | +776.8% | -617.5% | +30.8% |
| All | -10.9% | +425.4% | -436.3% | -58.0% |
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 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