+250.0%
RVMD vs MULL
+2,620.5%
-2,370.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.3% |
| 7D | -0.7% | +14.8% | -15.5% | -2.0% |
| 30D | +0.3% | +36.6% | -36.2% | -3.0% |
| 3M | +38.9% | -8.9% | +47.8% | +34.3% |
| 6M | +108.1% | +311.9% | -203.8% | +67.7% |
| YTD | +160.7% | +579.8% | -419.1% | +94.8% |
| 1Y | +407.3% | +2,421.5% | -2,014.3% | +213.2% |
| All | +250.0% | +2,620.5% | -2,370.4% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling