+43,271.5%
RMD vs MDY
+2,564.1%
+40,707.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 1Y | -3.9% | +15.8% | -19.7% | -13.7% |
| 3Y | +72.5% | +56.5% | +16.0% | +24.2% |
| 5Y | -1.5% | +35.1% | -36.7% | -22.0% |
| 10Y | +345.8% | +167.4% | +178.4% | +112.2% |
| All | +43,271.5% | +2,564.1% | +40,707.4% | +4,657.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling