+10.1%
MDB vs RNG
+72.5%
-62.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +11.6% | +2.3% | +9.3% | +10.1% |
| 30D | -8.9% | -3.4% | -5.5% | -6.5% |
| 3M | -22.4% | +20.9% | -43.3% | -28.3% |
| 6M | +10.1% | +82.2% | -72.1% | -13.7% |
| All | +10.1% | +72.5% | -62.4% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling