+1,049.8%
MDB vs RSG
+304.4%
+745.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | -17.4% | +0.3% | -17.7% | -17.5% |
| 30D | -2.0% | +7.6% | -9.6% | -5.5% |
| 3M | -3.0% | +7.4% | -10.4% | -6.9% |
| 6M | +48.7% | -3.3% | +52.0% | +50.2% |
| YTD | -12.1% | +6.0% | -18.1% | -15.7% |
| 1Y | +14.5% | -3.7% | +18.2% | +15.1% |
| 3Y | -6.1% | +59.1% | -65.2% | -31.7% |
| 5Y | -27.3% | +89.0% | -116.4% | -52.6% |
| All | +1,049.8% | +304.4% | +745.4% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling