-7.7%
MDB vs RDW
+9.7%
-17.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.5% |
| 7D | -16.5% | -14.3% | -2.2% | -15.0% |
| 30D | -8.6% | -26.0% | +17.4% | -5.6% |
| 3M | -13.6% | -27.4% | +13.8% | -10.6% |
| 6M | +24.1% | -10.6% | +34.7% | +19.6% |
| YTD | -21.8% | +1.6% | -23.3% | -24.9% |
| 1Y | -7.7% | +11.1% | -18.8% | -11.6% |
| All | -7.7% | +9.7% | -17.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling