+950.8%
MU vs RVMD
+781.3%
+169.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | +12.8% | -10.4% | +23.2% | +16.1% |
| 30D | -14.9% | -11.0% | -3.9% | -11.9% |
| 3M | -18.0% | -14.7% | -3.3% | -14.5% |
| 6M | -3.1% | +14.9% | -18.0% | -5.7% |
| YTD | +172.9% | +116.3% | +56.6% | +118.1% |
| 1Y | +228.8% | +167.6% | +61.2% | +143.9% |
| 3Y | +950.8% | +776.8% | +174.0% | +418.1% |
| All | +950.8% | +781.3% | +169.6% | +418.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling