+1,017.5%
MDB vs RNG
+69.7%
+947.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -4.5% | -4.1% | -0.5% | -2.4% |
| 30D | -14.0% | +8.6% | -22.6% | -17.9% |
| 3M | +5.3% | +78.0% | -72.7% | -25.1% |
| 6M | +31.9% | +67.0% | -35.2% | -4.0% |
| YTD | -14.6% | +142.4% | -157.0% | -52.2% |
| 1Y | +8.2% | +120.4% | -112.2% | -36.8% |
| 3Y | -5.0% | +122.1% | -127.1% | -50.0% |
| 5Y | -24.5% | -69.8% | +45.3% | +14.4% |
| All | +1,017.5% | +69.7% | +947.8% | +664.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling