-41.4%
RAM vs MDY
-2.3%
-39.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.6% | -10.9% | -12.5% |
| 7D | -31.3% | +1.7% | -33.0% | -35.6% |
| 30D | -49.4% | +1.2% | -50.6% | -51.1% |
| 3M | -41.4% | -3.5% | -37.9% | -26.8% |
| All | -41.4% | -2.3% | -39.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3mo: compounded portfolio wealth divided by compounded MDY 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…
3mo analysis · Full analysis span regression · Available span rolling