+603.6%
RVMD vs MKTX
-47.3%
+650.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -1.1% | +0.8% | -1.9% | -1.3% |
| 3M | +41.0% | +41.1% | -0.1% | +26.0% |
| 6M | +105.7% | -9.5% | +115.2% | +110.0% |
| YTD | +155.3% | -8.7% | +164.0% | +158.4% |
| 1Y | +402.7% | -10.0% | +412.7% | +409.8% |
| 3Y | +533.1% | -24.6% | +557.7% | +549.5% |
| 5Y | +583.5% | -60.3% | +643.8% | +771.0% |
| All | +603.6% | -47.3% | +650.9% | +623.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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