+1,065.8%
MDB vs RNG
+68.3%
+997.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.8% |
| 7D | -2.8% | -9.6% | +6.8% | +2.6% |
| 30D | -14.9% | +8.8% | -23.7% | -18.8% |
| 3M | +7.3% | +78.6% | -71.3% | -23.8% |
| 6M | +38.2% | +70.3% | -32.1% | -0.5% |
| YTD | -10.9% | +140.3% | -151.3% | -49.9% |
| 1Y | +11.6% | +126.6% | -115.0% | -35.8% |
| 3Y | -0.9% | +120.2% | -121.1% | -47.6% |
| 5Y | -23.5% | -68.3% | +44.8% | +12.8% |
| All | +1,065.8% | +68.3% | +997.5% | +701.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling