+879.5%
RVMD vs M
+155.4%
+724.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.6% |
| 7D | -0.6% | +5.0% | -5.6% | -1.4% |
| 30D | +1.7% | +10.6% | -8.9% | 0.0% |
| 3M | -6.7% | +1.6% | -8.3% | -7.1% |
| 6M | +36.1% | +30.8% | +5.3% | +29.1% |
| YTD | +142.4% | +16.9% | +125.5% | +132.6% |
| 1Y | +207.8% | +26.3% | +181.5% | +190.5% |
| 3Y | +879.5% | +158.6% | +720.9% | +709.4% |
| All | +879.5% | +155.4% | +724.2% | +709.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling