-24.5%
MDB vs RIG
+64.1%
-88.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.8% |
| 7D | -4.5% | -8.2% | +3.7% | -3.0% |
| 30D | -14.0% | -0.2% | -13.8% | -14.2% |
| 3M | +5.3% | -2.7% | +8.0% | +5.2% |
| 6M | +31.9% | -7.5% | +39.3% | +32.7% |
| YTD | -14.6% | +38.3% | -52.9% | -21.1% |
| 1Y | +8.2% | +81.8% | -73.6% | -6.4% |
| 3Y | -5.0% | -30.2% | +25.2% | -5.6% |
| 5Y | -24.5% | +59.9% | -84.5% | -39.5% |
| All | -24.5% | +64.1% | -88.6% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling