+349.5%
MTUM vs RMD
+274.3%
+75.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.7% | -4.4% | +5.1% | +2.0% |
| 30D | -2.4% | -3.1% | +0.7% | -1.7% |
| 3M | -3.6% | +13.8% | -17.4% | -8.3% |
| 6M | +23.7% | -8.6% | +32.2% | +25.8% |
| YTD | +22.9% | -8.6% | +31.6% | +24.7% |
| 1Y | +21.8% | -19.7% | +41.4% | +28.6% |
| 3Y | +114.4% | +48.4% | +66.1% | +76.2% |
| 5Y | +79.6% | -22.7% | +102.3% | +83.8% |
| All | +349.5% | +274.3% | +75.2% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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