+920.8%
MDB vs RRC
+177.1%
+743.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.4% | +4.6% |
| 7D | -0.9% | -10.3% | +9.4% | +0.6% |
| 30D | -15.2% | +19.5% | -34.6% | -17.4% |
| 3M | -17.9% | +27.9% | -45.8% | -20.8% |
| 6M | +9.3% | +21.2% | -11.8% | +6.2% |
| YTD | -22.0% | +39.6% | -61.6% | -25.9% |
| 1Y | -9.3% | +31.3% | -40.6% | -13.3% |
| 3Y | -10.4% | +51.9% | -62.3% | -16.3% |
| 5Y | -43.2% | +110.2% | -153.4% | -49.2% |
| All | +920.8% | +177.1% | +743.7% | +726.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling