-2.3%
RMM price history and return analytics
+57.4%
-59.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | 0.0% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +5.4% | -2.6% | +8.0% | +6.1% |
| 3M | -6.6% | -3.2% | -3.3% | -5.8% |
| 6M | -3.2% | +0.9% | -4.1% | -3.5% |
| YTD | +5.1% | +11.3% | -6.2% | +1.7% |
| 1Y | +3.1% | +14.0% | -10.9% | -0.9% |
| 3Y | +21.8% | +75.8% | -54.1% | +1.9% |
| 5Y | -2.3% | +57.8% | -60.1% | -17.3% |
| All | -2.3% | +57.4% | -59.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling