+49.3%
RMD vs MDY
+47.3%
+2.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.4% |
| 7D | -4.2% | -2.5% | -1.7% | -2.7% |
| 30D | -2.1% | -5.0% | +3.0% | +1.0% |
| 3M | +13.8% | +0.5% | +13.3% | +13.2% |
| 6M | -10.6% | +8.0% | -18.6% | -15.2% |
| YTD | -8.1% | +12.2% | -20.2% | -14.8% |
| 1Y | -18.0% | +14.0% | -31.9% | -24.8% |
| All | +49.3% | +47.3% | +2.0% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling