-38.4%
MDB vs RVMD
+466.1%
-504.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +3.6% |
| 7D | +3.0% | -9.5% | +12.5% | +5.7% |
| 30D | -11.3% | -6.8% | -4.5% | -9.7% |
| 3M | -23.0% | -12.1% | -10.9% | -20.7% |
| 6M | +14.8% | +25.4% | -10.6% | +6.7% |
| YTD | -19.4% | +126.9% | -146.3% | -41.1% |
| 1Y | -9.0% | +182.0% | -191.0% | -38.3% |
| 3Y | -10.3% | +816.8% | -827.1% | -62.0% |
| 5Y | -38.4% | +464.0% | -502.4% | -72.0% |
| All | -38.4% | +466.1% | -504.5% | -72.0% |
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