-1.3%
AGG vs MDB
-41.3%
+40.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% |
| All | -1.3% | -41.3% | +40.0% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling