-7.7%
MDB vs RVTY
+74.0%
-81.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.6% |
| 7D | -16.5% | -3.6% | -13.0% | -15.9% |
| 30D | -8.6% | +1.4% | -9.9% | -8.7% |
| 3M | -13.6% | +43.2% | -56.8% | -18.2% |
| 6M | +24.1% | +84.5% | -60.4% | +7.2% |
| YTD | -21.8% | +65.2% | -86.9% | -28.4% |
| 1Y | -7.7% | +74.3% | -82.0% | -15.4% |
| All | -7.7% | +74.0% | -81.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling