-24.5%
MDB vs RNG
-70.8%
+46.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -1.3% |
| 7D | -18.0% | -0.8% | -17.2% | -17.9% |
| 30D | -10.7% | +11.4% | -22.1% | -15.6% |
| 3M | +1.0% | +72.1% | -71.1% | -25.4% |
| 6M | +31.6% | +67.9% | -36.3% | -2.5% |
| YTD | -15.2% | +144.3% | -159.5% | -51.0% |
| 1Y | +10.1% | +117.5% | -107.4% | -32.9% |
| 3Y | -5.6% | +123.9% | -129.5% | -48.6% |
| 5Y | -24.5% | -70.1% | +45.6% | +7.2% |
| All | -24.5% | -70.8% | +46.2% | +7.2% |
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