-40.5%
MDB vs ACGL
+173.3%
-213.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | +6.8% | +2.2% | +4.7% | +6.3% |
| 30D | -6.2% | +12.3% | -18.5% | -9.1% |
| 3M | -29.2% | +11.8% | -41.1% | -31.4% |
| 6M | +10.3% | +17.5% | -7.2% | +5.3% |
| YTD | -20.4% | +14.3% | -34.6% | -23.8% |
| 1Y | -4.8% | +18.2% | -23.0% | -10.0% |
| 3Y | -11.6% | +33.2% | -44.7% | -21.7% |
| All | -40.5% | +173.3% | -213.8% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling