+14.6%
AGG vs MDB
+1,017.4%
-1,002.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +0.1% |
| 7D | -0.2% | -17.4% | +17.3% | +0.1% |
| 30D | -0.4% | -2.0% | +1.6% | -0.4% |
| 3M | -0.7% | -3.0% | +2.3% | -0.7% |
| 6M | -1.5% | +48.7% | -50.2% | -2.1% |
| YTD | -0.3% | -12.1% | +11.9% | -0.3% |
| 1Y | +1.3% | +14.5% | -13.2% | +0.9% |
| 3Y | +13.2% | -6.1% | +19.4% | +12.5% |
| 5Y | -1.4% | -27.3% | +25.9% | -2.8% |
| All | +14.6% | +1,017.4% | -1,002.8% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling