-7.7%
MDB vs RRX
+30.0%
-37.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.6% | -2.2% |
| 7D | -16.5% | +7.6% | -24.2% | -16.2% |
| 30D | -8.6% | +7.5% | -16.1% | -8.4% |
| 3M | -13.6% | -21.0% | +7.4% | -15.2% |
| 6M | +24.1% | -18.1% | +42.2% | +21.8% |
| YTD | -21.8% | +24.3% | -46.0% | -19.5% |
| 1Y | -7.7% | +29.3% | -37.0% | -3.7% |
| All | -7.7% | +30.0% | -37.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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