+7.0%
MDB vs RNG
+122.1%
-115.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -4.5% | -4.1% | -0.5% | -3.2% |
| 30D | -14.0% | +8.6% | -22.6% | -16.3% |
| 3M | +5.3% | +78.0% | -72.7% | -13.0% |
| 6M | +31.9% | +67.0% | -35.2% | +11.0% |
| YTD | -14.6% | +142.4% | -157.0% | -34.2% |
| All | +7.0% | +122.1% | -115.1% | -17.4% |
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