+920.8%
MDB vs RIG
-49.0%
+969.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +6.0% | +4.8% |
| 7D | -0.9% | -17.0% | +16.1% | +1.0% |
| 30D | -15.2% | -6.2% | -9.0% | -14.7% |
| 3M | -17.9% | -1.7% | -16.2% | -18.0% |
| 6M | +9.3% | -19.2% | +28.5% | +11.3% |
| YTD | -22.0% | +25.2% | -47.2% | -24.4% |
| 1Y | -9.3% | +29.9% | -39.2% | -12.6% |
| 3Y | -10.4% | -21.3% | +10.9% | -11.9% |
| 5Y | -43.2% | +40.5% | -83.7% | -47.9% |
| All | +920.8% | -49.0% | +969.8% | +784.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling