+197.0%
PM vs RVMD
+622.3%
-425.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +4.7% | -3.0% | +7.6% | +4.8% |
| 30D | +2.6% | -0.7% | +3.3% | +2.6% |
| 3M | +6.6% | +36.5% | -30.0% | +5.0% |
| 6M | +16.5% | +104.6% | -88.1% | +12.1% |
| YTD | +21.2% | +155.8% | -134.7% | +15.0% |
| 1Y | +17.9% | +340.7% | -322.8% | +8.7% |
| 3Y | +129.8% | +519.9% | -390.1% | +104.1% |
| 5Y | +133.0% | +584.9% | -451.9% | +102.0% |
| All | +197.0% | +622.3% | -425.3% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling