-7.7%
MDB vs RNG
+179.4%
-187.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -16.5% | -9.6% | -7.0% | -13.3% |
| 30D | -8.6% | -1.4% | -7.2% | -7.7% |
| 3M | -13.6% | +28.8% | -42.4% | -20.0% |
| 6M | +24.1% | +65.6% | -41.5% | +4.8% |
| YTD | -21.8% | +171.4% | -193.1% | -41.8% |
| 1Y | -7.7% | +185.3% | -193.0% | -35.8% |
| All | -7.7% | +179.4% | -187.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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