-7.7%
MDB vs RRC
+44.7%
-52.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.5% | -1.8% |
| 7D | -16.5% | -6.8% | -9.8% | -16.0% |
| 30D | -8.6% | +34.7% | -43.3% | -10.3% |
| 3M | -13.6% | +31.5% | -45.1% | -15.3% |
| 6M | +24.1% | +21.8% | +2.3% | +20.3% |
| YTD | -21.8% | +48.9% | -70.6% | -20.2% |
| 1Y | -7.7% | +42.1% | -49.8% | -6.3% |
| All | -7.7% | +44.7% | -52.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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