+284.7%
RNG vs MDY
+252.9%
+31.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.4% |
| 7D | -4.1% | -0.8% | -3.3% | -3.2% |
| 30D | +8.6% | -3.9% | +12.5% | +13.4% |
| 3M | +78.0% | 0.0% | +78.0% | +77.5% |
| 6M | +67.0% | +8.5% | +58.5% | +50.9% |
| YTD | +142.4% | +13.2% | +129.2% | +109.1% |
| 1Y | +120.4% | +15.0% | +105.4% | +87.0% |
| 3Y | +122.1% | +49.6% | +72.5% | +43.8% |
| 5Y | -69.8% | +46.0% | -115.9% | -78.6% |
| 10Y | +223.4% | +176.4% | +47.0% | +14.1% |
| All | +284.7% | +252.9% | +31.7% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling