+42,387.6%
RMD vs M
+291.5%
+42,096.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.0% |
| 7D | +2.3% | -4.3% | +6.6% | +3.0% |
| 30D | +4.1% | +1.3% | +2.9% | +3.9% |
| 3M | +5.7% | -7.4% | +13.1% | +6.7% |
| 6M | +12.9% | +18.3% | -5.4% | +9.6% |
| YTD | -1.5% | +7.6% | -9.1% | -3.4% |
| 1Y | -4.8% | +17.4% | -22.1% | -8.0% |
| 3Y | +57.5% | +108.4% | -50.9% | +34.6% |
| 5Y | -5.5% | -10.6% | +5.1% | -11.9% |
| 10Y | +357.8% | -3.2% | +361.0% | +267.9% |
| All | +42,387.6% | +291.5% | +42,096.1% | +23,861.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling