+959.5%
MDB vs ACGL
+245.2%
+714.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +11.6% | -1.2% | +12.8% | +11.9% |
| 30D | -8.9% | +12.8% | -21.7% | -12.3% |
| 3M | -22.4% | +12.3% | -34.7% | -25.3% |
| 6M | +10.1% | +15.8% | -5.8% | +4.7% |
| YTD | -19.0% | +13.9% | -32.9% | -23.0% |
| 1Y | -7.0% | +19.0% | -26.0% | -12.9% |
| 3Y | -9.8% | +33.7% | -43.5% | -20.3% |
| 5Y | -40.1% | +173.4% | -213.5% | -59.4% |
| All | +959.5% | +245.2% | +714.3% | +457.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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