-24.5%
MDB vs RVMD
+591.3%
-615.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | -14.0% | +0.3% | -14.3% | -14.3% |
| 3M | +5.3% | +38.9% | -33.6% | -4.3% |
| 6M | +31.9% | +108.1% | -76.2% | +3.8% |
| YTD | -14.6% | +160.7% | -175.3% | -39.3% |
| 1Y | +8.2% | +407.3% | -399.0% | -39.2% |
| 3Y | -5.0% | +546.6% | -551.6% | -55.2% |
| 5Y | -24.5% | +579.8% | -604.3% | -71.9% |
| All | -24.5% | +591.3% | -615.9% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling