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  • PM vs RMD✓SelectedUSD · RMDPM vs RMD performance historyLatest closeAs of+1.21%09/08
Stock and ETF performance explorer

PM vs RMD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+198.6%
RMD return
+265.7%
Excess return
-67.1%
Maximum drawdown
-42.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRMDExcessAlpha
1D+1.2%-3.2%+4.4%+1.8%
7D-1.3%-4.5%+3.2%-0.5%
30D-2.6%+4.6%-7.2%-3.5%
3M+5.8%+14.8%-9.0%+2.8%
6M+10.6%-12.1%+22.6%+12.8%
YTD+17.2%-7.5%+24.6%+18.2%
1Y+17.6%-20.1%+37.7%+21.9%
3Y+124.3%+53.9%+70.4%+96.6%
5Y+125.1%-22.2%+147.3%+128.6%
10Y+198.6%+268.2%-69.6%+129.4%
All+198.6%+265.7%-67.1%+129.4%

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