+2.6%
MDB vs RDW
+1.6%
+1.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.0% |
| 7D | -2.8% | +4.8% | -7.6% | -3.7% |
| 30D | -14.9% | -19.5% | +4.7% | -11.6% |
| 3M | +7.3% | -26.9% | +34.2% | +11.8% |
| 6M | +38.2% | +17.8% | +20.4% | +24.7% |
| YTD | -10.9% | +43.0% | -53.9% | -25.4% |
| 1Y | +11.6% | +32.1% | -20.4% | -7.9% |
| 3Y | -0.9% | +250.6% | -251.6% | -48.7% |
| 5Y | -23.5% | -6.6% | -16.9% | -45.9% |
| All | +2.6% | +1.6% | +1.0% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling