+715.4%
MPC vs RVMD
+634.9%
+80.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | +3.9% | -1.2% | +5.1% | +4.0% |
| 30D | +33.8% | +1.1% | +32.7% | +33.5% |
| 3M | +49.9% | +39.6% | +10.2% | +42.3% |
| 6M | +80.9% | +110.7% | -29.8% | +59.1% |
| YTD | +147.4% | +160.3% | -12.9% | +108.0% |
| 1Y | +123.2% | +404.9% | -281.7% | +67.4% |
| 3Y | +171.7% | +545.5% | -373.7% | +85.2% |
| 5Y | +678.6% | +584.7% | +93.9% | +384.3% |
| All | +715.4% | +634.9% | +80.5% | +317.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling