+254.1%
MP vs RVMD
+413.4%
-159.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.2% | -3.3% | +3.0% |
| 7D | -10.5% | +0.5% | -11.0% | -10.7% |
| 30D | -23.5% | -4.3% | -19.3% | -23.0% |
| 3M | -25.4% | -2.8% | -22.6% | -25.3% |
| 6M | -51.3% | +27.3% | -78.5% | -54.3% |
| YTD | -29.9% | +141.4% | -171.3% | -45.7% |
| 1Y | -31.8% | +213.3% | -245.1% | -50.6% |
| 3Y | +127.0% | +792.7% | -665.7% | +19.3% |
| 5Y | -3.3% | +470.6% | -473.8% | -50.1% |
| All | +254.1% | +413.4% | -159.3% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling