-0.7%
AGG vs MDB
+10.9%
-11.5%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.7% |
| 7D | -0.9% | -2.8% | +1.8% | -0.9% |
| 30D | -1.0% | -14.9% | +13.9% | -0.9% |
| 3M | -1.3% | +7.3% | -8.6% | -1.3% |
| 6M | -2.1% | +38.2% | -40.3% | -2.3% |
| YTD | -1.2% | -10.9% | +9.7% | -1.3% |
| All | -0.7% | +10.9% | -11.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling