+53.9%
RMD vs MTB
+118.5%
-64.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -4.5% | +2.8% | -7.2% | -5.2% |
| 30D | +4.6% | -4.2% | +8.8% | +5.8% |
| 3M | +14.8% | +7.8% | +7.0% | +12.4% |
| 6M | -12.1% | +14.8% | -26.9% | -15.4% |
| YTD | -7.5% | +20.8% | -28.3% | -12.1% |
| 1Y | -20.1% | +23.1% | -43.2% | -24.5% |
| 3Y | +53.9% | +114.8% | -60.9% | +23.9% |
| All | +53.9% | +118.5% | -64.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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