-45.2%
MDB vs RRC
+110.6%
-155.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.6% |
| 7D | -11.4% | -10.8% | -0.6% | -8.3% |
| 30D | -13.8% | +22.3% | -36.1% | -19.3% |
| 3M | -15.5% | +26.6% | -42.1% | -21.8% |
| 6M | +17.9% | +18.9% | -1.0% | +11.0% |
| YTD | -25.5% | +39.2% | -64.7% | -33.7% |
| 1Y | -12.1% | +34.0% | -46.0% | -21.3% |
| 3Y | -5.9% | +42.0% | -47.9% | -18.9% |
| All | -45.2% | +110.6% | -155.9% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling