+617.4%
RVMD vs MTB
+75.5%
+541.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.2% | +2.8% | -4.0% | -2.2% |
| 30D | +1.1% | -4.2% | +5.2% | +2.6% |
| 3M | +39.6% | +7.8% | +31.8% | +35.4% |
| 6M | +110.7% | +14.8% | +95.9% | +98.9% |
| YTD | +160.3% | +20.8% | +139.5% | +139.9% |
| 1Y | +404.9% | +23.1% | +381.8% | +360.6% |
| 3Y | +545.5% | +114.8% | +430.6% | +372.4% |
| 5Y | +584.7% | +103.3% | +481.4% | +404.3% |
| All | +617.4% | +75.5% | +541.9% | +399.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling