-24.5%
MDB vs RRX
+16.5%
-41.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.8% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | -14.0% | -8.0% | -6.0% | -11.1% |
| 3M | +5.3% | -25.1% | +30.4% | +15.9% |
| 6M | +31.9% | -18.3% | +50.2% | +32.9% |
| YTD | -14.6% | +14.2% | -28.8% | -31.3% |
| 1Y | +8.2% | +13.0% | -4.8% | -14.1% |
| 3Y | -5.0% | +4.2% | -9.2% | -26.4% |
| 5Y | -24.5% | +17.9% | -42.4% | -47.4% |
| All | -24.5% | +16.5% | -41.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling