+113.2%
MDB vs RVMD
+622.3%
-509.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -1.8% | -3.0% | +1.2% | -1.0% |
| 30D | -17.3% | -0.7% | -16.5% | -17.3% |
| 3M | +2.2% | +36.5% | -34.3% | -6.0% |
| 6M | +33.9% | +104.6% | -70.7% | +7.9% |
| YTD | -13.7% | +155.8% | -169.5% | -36.3% |
| 1Y | +9.1% | +340.7% | -331.6% | -31.6% |
| 3Y | -8.1% | +519.9% | -528.1% | -51.8% |
| 5Y | -25.9% | +584.9% | -610.8% | -66.2% |
| All | +113.2% | +622.3% | -509.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling