+579.8%
RVMD vs M
+22.2%
+557.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.1% |
| 7D | -0.7% | -4.1% | +3.3% | +0.1% |
| 30D | +0.3% | -13.6% | +14.0% | +3.5% |
| 3M | +38.9% | -2.3% | +41.2% | +38.6% |
| 6M | +108.1% | +21.9% | +86.2% | +97.1% |
| YTD | +160.7% | -0.6% | +161.3% | +156.8% |
| 1Y | +407.3% | +29.7% | +377.6% | +367.3% |
| 3Y | +546.6% | +107.3% | +439.3% | +396.9% |
| 5Y | +579.8% | +20.5% | +559.3% | +500.5% |
| All | +579.8% | +22.2% | +557.6% | +500.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling