+1,049.8%
MDB vs RRX
+140.4%
+909.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.2% |
| 7D | -17.4% | +3.4% | -20.9% | -18.7% |
| 30D | -2.0% | -11.1% | +9.1% | +2.6% |
| 3M | -3.0% | -23.7% | +20.7% | +5.6% |
| 6M | +48.7% | -22.0% | +70.7% | +54.0% |
| YTD | -12.1% | +16.5% | -28.6% | -26.8% |
| 1Y | +14.5% | +11.5% | +3.0% | -3.8% |
| 3Y | -6.1% | +1.5% | -7.7% | -21.9% |
| 5Y | -27.3% | +18.3% | -45.6% | -44.0% |
| All | +1,049.8% | +140.4% | +909.4% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling