+1,049.8%
MDB vs RNG
+78.9%
+970.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -2.0% |
| 7D | -17.4% | +5.8% | -23.2% | -20.1% |
| 30D | -2.0% | +19.6% | -21.6% | -11.0% |
| 3M | -3.0% | +67.0% | -70.0% | -28.5% |
| 6M | +48.7% | +88.4% | -39.7% | +1.4% |
| YTD | -12.1% | +155.5% | -167.6% | -52.1% |
| 1Y | +14.5% | +141.7% | -127.2% | -36.6% |
| 3Y | -6.1% | +131.1% | -137.2% | -51.6% |
| 5Y | -27.3% | -70.6% | +43.3% | +12.1% |
| All | +1,049.8% | +78.9% | +970.9% | +665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling