+496.2%
RVMD vs M
+85.9%
+410.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -10.4% | +7.0% | -17.4% | -11.6% |
| 30D | -11.0% | +8.9% | -19.9% | -12.6% |
| 3M | -14.7% | +4.5% | -19.2% | -15.7% |
| 6M | +14.9% | +36.2% | -21.3% | +7.1% |
| YTD | +116.3% | +15.1% | +101.2% | +107.0% |
| 1Y | +167.6% | +27.4% | +140.2% | +150.3% |
| 3Y | +776.8% | +160.1% | +616.6% | +575.3% |
| 5Y | +424.8% | -1.6% | +426.4% | +371.1% |
| All | +496.2% | +85.9% | +410.3% | +424.9% |
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