-40.5%
MDB vs RSG
+99.6%
-140.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.8% | +2.5% | +4.3% | +6.0% |
| 30D | -6.2% | +12.7% | -18.9% | -10.4% |
| 3M | -29.2% | +17.9% | -47.2% | -33.7% |
| 6M | +10.3% | +25.0% | -14.7% | +0.5% |
| YTD | -20.4% | +20.8% | -41.2% | -26.9% |
| 1Y | -4.8% | +24.3% | -29.1% | -14.1% |
| 3Y | -11.6% | +65.3% | -76.8% | -36.3% |
| All | -40.5% | +99.6% | -140.1% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling