-45.2%
MDB vs RBA
+37.7%
-82.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.3% |
| 7D | -11.4% | +4.3% | -15.6% | -13.3% |
| 30D | -13.8% | +16.3% | -30.1% | -20.5% |
| 3M | -15.5% | +1.3% | -16.8% | -16.6% |
| 6M | +17.9% | -11.1% | +29.0% | +22.1% |
| YTD | -25.5% | -8.5% | -17.0% | -24.4% |
| 1Y | -12.1% | -2.1% | -10.0% | -14.0% |
| 3Y | -5.9% | +44.6% | -50.4% | -28.6% |
| All | -45.2% | +37.7% | -82.9% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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