-22.1%
RMD vs MDY
+45.3%
-67.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | -4.7% | -0.8% | -4.0% | -4.2% |
| 30D | +0.2% | -3.9% | +4.1% | +2.9% |
| 3M | +12.0% | 0.0% | +12.1% | +11.8% |
| 6M | -12.5% | +8.5% | -21.1% | -17.6% |
| YTD | -7.9% | +13.2% | -21.2% | -15.8% |
| 1Y | -20.4% | +15.0% | -35.4% | -28.1% |
| 3Y | +53.1% | +49.6% | +3.5% | +12.8% |
| All | -22.1% | +45.3% | -67.4% | -41.2% |
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