+268.2%
RMD vs M
-6.4%
+274.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.9% |
| 7D | -4.5% | +2.4% | -6.8% | -4.7% |
| 30D | +4.6% | -11.6% | +16.2% | +5.8% |
| 3M | +14.8% | +1.6% | +13.2% | +14.5% |
| 6M | -12.1% | +25.2% | -37.3% | -14.1% |
| YTD | -7.5% | +3.8% | -11.2% | -8.2% |
| 1Y | -20.1% | +36.3% | -56.4% | -22.8% |
| 3Y | +53.9% | +116.3% | -62.5% | +40.0% |
| 5Y | -22.2% | +28.2% | -50.4% | -27.4% |
| 10Y | +268.2% | -3.4% | +271.6% | +206.6% |
| All | +268.2% | -6.4% | +274.6% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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