+32.8%
PM vs RVMD
+162.9%
-130.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.1% |
| 7D | +0.5% | -10.4% | +10.9% | +0.4% |
| 30D | -3.2% | -11.0% | +7.8% | -3.2% |
| 3M | +6.2% | -14.7% | +20.9% | +6.1% |
| 6M | +7.7% | +14.9% | -7.2% | +7.6% |
| YTD | +27.3% | +116.3% | -89.0% | +26.0% |
| 1Y | +32.8% | +167.6% | -134.8% | +32.3% |
| All | +32.8% | +162.9% | -130.2% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling