+121.9%
RNG vs MDY
+48.5%
+73.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.1% |
| 7D | -6.1% | -1.9% | -4.2% | -3.9% |
| 30D | +9.6% | -4.6% | +14.2% | +15.9% |
| 3M | +83.3% | -1.2% | +84.6% | +85.6% |
| 6M | +77.9% | +9.2% | +68.7% | +57.0% |
| YTD | +139.9% | +13.1% | +126.9% | +102.6% |
| 1Y | +121.7% | +13.0% | +108.7% | +87.3% |
| 3Y | +121.9% | +49.2% | +72.7% | +15.9% |
| All | +121.9% | +48.5% | +73.4% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling