+61.6%
AG vs MDY
+177.2%
-115.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.5% |
| 7D | -6.7% | -1.9% | -4.9% | -5.4% |
| 30D | +2.2% | -4.6% | +6.8% | +5.9% |
| 3M | +15.7% | -1.2% | +16.9% | +17.2% |
| 6M | -23.8% | +9.2% | -33.0% | -27.5% |
| YTD | +17.6% | +13.1% | +4.6% | +9.9% |
| 1Y | +88.6% | +13.0% | +75.6% | +76.9% |
| 3Y | +253.4% | +49.2% | +204.2% | +178.4% |
| 5Y | +62.4% | +47.2% | +15.2% | +28.5% |
| All | +61.6% | +177.2% | -115.5% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling