-4.4%
RMD vs MDY
+34.6%
-38.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.1% | +2.3% | -0.2% | +0.5% |
| 30D | +2.1% | +2.0% | +0.1% | +0.7% |
| 3M | +6.2% | -5.6% | +11.9% | +10.3% |
| 6M | +19.4% | +1.3% | +18.1% | +17.8% |
| YTD | +0.5% | +12.3% | -11.8% | -7.9% |
| 1Y | -3.9% | +15.8% | -19.7% | -13.8% |
| 3Y | +72.5% | +56.5% | +16.0% | +21.7% |
| All | -4.4% | +34.6% | -38.9% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling