+568.0%
RVMD vs M
+88.7%
+479.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.6% |
| 7D | -0.6% | +5.0% | -5.6% | -1.6% |
| 30D | +1.7% | +10.6% | -8.9% | -0.4% |
| 3M | -6.7% | +1.6% | -8.3% | -7.3% |
| 6M | +36.1% | +30.8% | +5.3% | +27.8% |
| YTD | +142.4% | +16.9% | +125.5% | +131.3% |
| 1Y | +207.8% | +26.3% | +181.5% | +188.5% |
| 3Y | +879.5% | +158.6% | +720.9% | +655.4% |
| 5Y | +509.0% | +2.1% | +506.9% | +443.0% |
| All | +568.0% | +88.7% | +479.3% | +486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling