+534.5%
MPC vs RVMD
+469.5%
+64.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.4% | -1.7% |
| 7D | -16.2% | +0.5% | -16.7% | -16.3% |
| 30D | -15.7% | -4.3% | -11.4% | -15.6% |
| 3M | +24.9% | -2.8% | +27.7% | +24.9% |
| 6M | +52.7% | +27.3% | +25.4% | +49.7% |
| YTD | +131.9% | +141.4% | -9.6% | +115.1% |
| 1Y | +96.6% | +213.3% | -116.6% | +78.7% |
| 3Y | +163.8% | +792.7% | -628.9% | +119.2% |
| All | +534.5% | +469.5% | +64.9% | +463.9% |
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 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