-4.8%
MDB vs RSG
+24.9%
-29.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.8% | +2.5% | +4.3% | +7.9% |
| 30D | -6.2% | +12.7% | -18.9% | -2.3% |
| 3M | -29.2% | +17.9% | -47.2% | -25.5% |
| 6M | +10.3% | +25.0% | -14.7% | +18.6% |
| YTD | -20.4% | +20.8% | -41.2% | -14.0% |
| 1Y | -4.8% | +24.3% | -29.1% | +6.2% |
| All | -4.8% | +24.9% | -29.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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