-24.7%
MDB vs RBA
+45.3%
-70.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -17.4% | -2.9% | -14.5% | -16.2% |
| 30D | -2.0% | -12.3% | +10.3% | +4.3% |
| 3M | -3.0% | -20.5% | +17.5% | +6.7% |
| 6M | +48.7% | -18.5% | +67.2% | +61.0% |
| YTD | -12.1% | -18.2% | +6.1% | -5.3% |
| 1Y | +14.5% | -27.5% | +42.0% | +31.1% |
| 3Y | -6.1% | +38.1% | -44.2% | -27.1% |
| All | -24.7% | +45.3% | -70.0% | -46.1% |
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