-25.3%
MDB vs RDW
-9.1%
-16.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | -1.8% | +0.9% | -2.6% | -2.0% |
| 30D | -17.3% | -21.3% | +4.0% | -13.9% |
| 3M | +2.2% | -37.9% | +40.1% | +9.4% |
| 6M | +33.9% | +12.3% | +21.6% | +22.4% |
| YTD | -13.7% | +39.7% | -53.4% | -26.8% |
| 1Y | +9.1% | +25.7% | -16.6% | -8.3% |
| 3Y | -8.1% | +230.8% | -239.0% | -49.7% |
| All | -25.3% | -9.1% | -16.2% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling