+605.1%
RVMD vs MTB
+76.5%
+528.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -0.7% | -4.8% | +4.1% | +1.1% |
| 3M | +36.5% | +6.0% | +30.6% | +33.2% |
| 6M | +104.6% | +19.6% | +85.0% | +90.2% |
| YTD | +155.8% | +21.5% | +134.4% | +135.3% |
| 1Y | +340.7% | +24.7% | +316.0% | +300.1% |
| 3Y | +519.9% | +108.6% | +411.4% | +358.5% |
| 5Y | +584.9% | +106.7% | +478.2% | +401.5% |
| All | +605.1% | +76.5% | +528.6% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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