+242.7%
RVMD vs MULL
+2,366.2%
-2,123.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.3% | +7.3% | -1.2% |
| 7D | -3.6% | +3.6% | -7.2% | -4.0% |
| 30D | -1.1% | +22.0% | -23.1% | -3.4% |
| 3M | +41.0% | -8.6% | +49.7% | +36.3% |
| 6M | +105.7% | +248.5% | -142.8% | +68.4% |
| YTD | +155.3% | +516.3% | -361.0% | +92.4% |
| 1Y | +402.7% | +2,036.6% | -1,633.9% | +215.5% |
| All | +242.7% | +2,366.2% | -2,123.4% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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