-23.5%
MDB vs RSG
+89.5%
-113.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -14.9% | +2.8% | -17.7% | -15.9% |
| 3M | +7.3% | +4.3% | +3.1% | +5.2% |
| 6M | +38.2% | -0.5% | +38.7% | +38.0% |
| YTD | -10.9% | +5.2% | -16.1% | -13.8% |
| 1Y | +11.6% | -2.1% | +13.8% | +11.8% |
| 3Y | -0.9% | +56.5% | -57.4% | -29.7% |
| 5Y | -23.5% | +89.5% | -113.0% | -55.2% |
| All | -23.5% | +89.5% | -113.0% | -55.2% |
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 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