+2,130.2%
RMD vs MKTX
+1,445.1%
+685.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | +0.2% | +1.0% | -0.7% | +0.1% |
| 3M | +12.0% | +40.8% | -28.8% | +4.4% |
| 6M | -12.5% | -10.9% | -1.6% | -11.6% |
| YTD | -7.9% | -8.6% | +0.7% | -7.5% |
| 1Y | -20.4% | -11.6% | -8.8% | -19.7% |
| 3Y | +53.1% | -24.5% | +77.7% | +56.0% |
| 5Y | -22.1% | -60.7% | +38.6% | -12.2% |
| 10Y | +275.4% | +5.1% | +270.3% | +254.4% |
| All | +2,130.2% | +1,445.1% | +685.1% | +1,178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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