+518.6%
RVMD vs MTB
+113.5%
+405.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -3.6% | -0.4% | -3.1% | -3.4% |
| 30D | -1.1% | -4.6% | +3.5% | +0.8% |
| 3M | +41.0% | +7.4% | +33.6% | +36.2% |
| 6M | +105.7% | +18.7% | +87.0% | +89.4% |
| YTD | +155.3% | +21.1% | +134.2% | +130.8% |
| 1Y | +402.7% | +24.1% | +378.6% | +347.4% |
| All | +518.6% | +113.5% | +405.2% | +263.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling