+141.7%
RNG vs MDY
+17.9%
+123.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +5.8% | +0.1% | +5.6% | +5.7% |
| 30D | +19.6% | -1.5% | +21.1% | +20.8% |
| 3M | +67.0% | +0.8% | +66.3% | +65.8% |
| 6M | +88.4% | +7.4% | +80.9% | +76.6% |
| YTD | +155.5% | +15.2% | +140.3% | +122.9% |
| 1Y | +141.7% | +16.5% | +125.1% | +107.1% |
| All | +141.7% | +17.9% | +123.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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