+595.4%
MTUM vs RMD
+490.2%
+105.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.2% | -4.2% | +5.4% | +2.5% |
| 30D | -1.7% | -2.1% | +0.4% | -1.2% |
| 3M | -0.5% | +13.8% | -14.2% | -5.1% |
| 6M | +22.3% | -10.6% | +33.0% | +25.2% |
| YTD | +21.4% | -8.1% | +29.4% | +22.8% |
| 1Y | +20.0% | -18.0% | +38.0% | +25.6% |
| 3Y | +113.0% | +52.9% | +60.1% | +76.2% |
| 5Y | +77.3% | -22.3% | +99.5% | +80.1% |
| 10Y | +350.5% | +274.8% | +75.7% | +183.1% |
| All | +595.4% | +490.2% | +105.2% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling