-8.4%
MDB vs ACGL
+35.5%
-43.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.2% |
| 7D | -20.9% | +6.4% | -27.3% | -21.0% |
| 30D | -15.6% | +16.6% | -32.2% | -16.2% |
| 3M | -19.1% | +11.6% | -30.7% | -19.4% |
| 6M | +14.2% | +17.5% | -3.2% | +13.3% |
| YTD | -27.4% | +15.3% | -42.7% | -28.0% |
| 1Y | -13.0% | +26.3% | -39.3% | -15.1% |
| All | -8.4% | +35.5% | -43.9% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling