-24.7%
MDB vs ACGL
+161.8%
-186.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.6% |
| 7D | -17.4% | -0.7% | -16.7% | -17.3% |
| 30D | -2.0% | -1.0% | -1.0% | -1.9% |
| 3M | -3.0% | +11.0% | -14.1% | -6.1% |
| 6M | +48.7% | -0.3% | +49.0% | +48.3% |
| YTD | -12.1% | +2.3% | -14.4% | -13.3% |
| 1Y | +14.5% | +6.4% | +8.1% | +11.2% |
| 3Y | -6.1% | +34.0% | -40.1% | -18.4% |
| All | -24.7% | +161.8% | -186.5% | -53.8% |
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