+603.6%
RVMD vs M
+52.9%
+550.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -1.2% |
| 7D | -3.6% | -8.8% | +5.2% | -1.9% |
| 30D | -1.1% | -16.4% | +15.3% | +2.4% |
| 3M | +41.0% | -10.8% | +51.8% | +43.5% |
| 6M | +105.7% | +16.1% | +89.6% | +98.0% |
| YTD | +155.3% | -5.3% | +160.6% | +154.5% |
| 1Y | +402.7% | +24.9% | +377.9% | +371.9% |
| 3Y | +533.1% | +97.5% | +435.5% | +416.5% |
| 5Y | +583.5% | +20.4% | +563.1% | +494.9% |
| All | +603.6% | +52.9% | +550.7% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling