+954.3%
MDB vs ACGL
+244.9%
+709.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.0% | -1.4% | +4.3% | +3.3% |
| 30D | -11.3% | +12.4% | -23.7% | -14.5% |
| 3M | -23.0% | +11.1% | -34.1% | -25.7% |
| 6M | +14.8% | +16.3% | -1.6% | +9.0% |
| YTD | -19.4% | +13.8% | -33.2% | -23.3% |
| 1Y | -9.0% | +20.4% | -29.4% | -15.0% |
| 3Y | -10.3% | +33.6% | -43.9% | -20.6% |
| 5Y | -38.4% | +176.8% | -215.2% | -58.4% |
| All | +954.3% | +244.9% | +709.4% | +454.6% |
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