+13.1%
AGG vs MDB
+912.7%
-899.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -1.5% | +6.8% | -8.3% | -1.6% |
| 30D | +0.6% | -6.2% | +6.8% | +0.7% |
| 3M | -1.6% | -29.2% | +27.6% | -1.3% |
| 6M | -1.6% | +10.3% | -11.9% | -1.9% |
| YTD | -1.5% | -20.4% | +18.9% | -1.5% |
| 1Y | -1.1% | -4.8% | +3.7% | -1.4% |
| 3Y | +13.6% | -11.6% | +25.2% | +13.0% |
| 5Y | -1.7% | -41.0% | +39.4% | -2.8% |
| All | +13.1% | +912.7% | -899.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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