+875.5%
MDB vs RVTY
+126.9%
+748.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.0% |
| 7D | -11.4% | -1.2% | -10.2% | -10.7% |
| 30D | -13.8% | +1.0% | -14.9% | -14.1% |
| 3M | -15.5% | +35.8% | -51.3% | -31.0% |
| 6M | +17.9% | +56.7% | -38.8% | -14.1% |
| YTD | -25.5% | +60.7% | -86.2% | -47.7% |
| 1Y | -12.1% | +73.7% | -85.8% | -41.9% |
| 3Y | -5.9% | +82.8% | -88.6% | -47.4% |
| 5Y | -43.7% | -7.0% | -36.7% | -42.7% |
| All | +875.5% | +126.9% | +748.6% | +371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling