+41,132.7%
RMD vs M
+287.7%
+40,845.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.8% |
| 7D | -5.0% | +4.7% | -9.7% | -5.7% |
| 30D | +2.2% | -9.6% | +11.9% | +3.7% |
| 3M | +17.8% | +0.9% | +17.0% | +17.4% |
| 6M | -11.3% | +22.3% | -33.6% | -14.4% |
| YTD | -4.4% | +6.5% | -10.9% | -6.0% |
| 1Y | -15.7% | +38.8% | -54.5% | -20.6% |
| 3Y | +47.7% | +115.9% | -68.2% | +25.5% |
| 5Y | -19.2% | +28.6% | -47.8% | -29.2% |
| 10Y | +280.4% | -2.5% | +282.9% | +205.1% |
| All | +41,132.7% | +287.7% | +40,845.0% | +23,214.3% |
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