+183.8%
PM vs RVMD
+644.5%
-460.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -4.9% | +1.0% | -5.9% | -4.9% |
| 30D | -3.4% | +6.4% | -9.8% | -3.7% |
| 3M | +5.2% | +34.9% | -29.7% | +3.7% |
| 6M | +3.7% | +107.6% | -103.8% | -0.3% |
| YTD | +15.8% | +163.7% | -147.9% | +9.7% |
| 1Y | +17.4% | +439.2% | -421.8% | +7.0% |
| 3Y | +116.9% | +499.2% | -382.3% | +93.1% |
| 5Y | +117.3% | +621.7% | -504.4% | +87.7% |
| All | +183.8% | +644.5% | -460.7% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling