+271.5%
RMD vs MDY
+177.2%
+94.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -4.4% | -1.9% | -2.6% | -3.2% |
| 30D | -3.1% | -4.6% | +1.5% | 0.0% |
| 3M | +13.8% | -1.2% | +15.0% | +14.6% |
| 6M | -8.6% | +9.2% | -17.8% | -14.3% |
| YTD | -8.6% | +13.1% | -21.7% | -16.4% |
| 1Y | -19.7% | +13.0% | -32.7% | -26.6% |
| 3Y | +48.4% | +49.2% | -0.8% | +10.4% |
| 5Y | -22.7% | +47.2% | -70.0% | -42.4% |
| All | +271.5% | +177.2% | +94.3% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling