-7.0%
MDB vs RIG
+27.3%
-34.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +11.6% | +4.3% | +7.2% | +10.9% |
| 30D | -8.9% | -5.8% | -3.1% | -8.0% |
| 3M | -22.4% | -6.7% | -15.7% | -21.8% |
| 6M | +10.1% | -18.7% | +28.7% | +13.7% |
| YTD | -19.0% | +28.8% | -47.9% | -10.6% |
| 1Y | -7.0% | +28.8% | -35.8% | +3.3% |
| All | -7.0% | +27.3% | -34.3% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling