-40.5%
MDB vs RNG
-72.1%
+31.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | +6.8% | +4.6% | +2.2% | +4.3% |
| 30D | -6.2% | +0.4% | -6.6% | -6.0% |
| 3M | -29.2% | +11.4% | -40.7% | -33.0% |
| 6M | +10.3% | +95.7% | -85.4% | -23.9% |
| YTD | -20.4% | +162.9% | -183.3% | -56.7% |
| 1Y | -4.8% | +180.3% | -185.1% | -50.2% |
| 3Y | -11.6% | +188.3% | -199.9% | -59.7% |
| All | -40.5% | -72.1% | +31.5% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling