+11.6%
MDB vs RRX
+9.8%
+1.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.3% | +4.2% |
| 7D | -2.8% | -3.7% | +1.0% | -3.0% |
| 30D | -14.9% | -9.3% | -5.6% | -15.3% |
| 3M | +7.3% | -21.8% | +29.1% | +6.0% |
| 6M | +38.2% | -22.0% | +60.2% | +34.3% |
| YTD | -10.9% | +11.9% | -22.9% | -13.0% |
| 1Y | +11.6% | +11.6% | 0.0% | +9.1% |
| All | +11.6% | +9.8% | +1.8% | +9.1% |
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