+954.3%
MDB vs RRC
+194.2%
+760.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.7% |
| 7D | +3.0% | -0.5% | +3.4% | +3.0% |
| 30D | -11.3% | +25.2% | -36.5% | -14.2% |
| 3M | -23.0% | +27.8% | -50.8% | -25.7% |
| 6M | +14.8% | +27.2% | -12.5% | +10.7% |
| YTD | -19.4% | +48.2% | -67.6% | -24.1% |
| 1Y | -9.0% | +34.7% | -43.7% | -13.2% |
| 3Y | -10.3% | +62.2% | -72.5% | -16.9% |
| 5Y | -38.4% | +130.9% | -169.3% | -45.4% |
| All | +954.3% | +194.2% | +760.2% | +746.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling