+101.9%
MPC vs RVMD
+224.2%
-122.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +4.5% |
| 7D | -9.4% | +6.4% | -15.8% | -9.5% |
| 30D | -14.3% | +5.5% | -19.8% | -14.4% |
| 3M | +31.1% | -2.4% | +33.5% | +31.2% |
| 6M | +60.3% | +41.1% | +19.1% | +58.7% |
| YTD | +142.5% | +151.3% | -8.8% | +132.6% |
| All | +101.9% | +224.2% | -122.3% | +84.6% |
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