-10.5%
MDB vs RVMD
+824.3%
-834.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +3.0% |
| 7D | +3.0% | -9.5% | +12.5% | +4.7% |
| 30D | -11.3% | -6.8% | -4.5% | -10.3% |
| 3M | -23.0% | -12.1% | -10.9% | -21.5% |
| 6M | +14.8% | +25.4% | -10.6% | +10.0% |
| YTD | -19.4% | +126.9% | -146.3% | -34.7% |
| 1Y | -9.0% | +182.0% | -191.0% | -30.9% |
| All | -10.5% | +824.3% | -834.8% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling