-40.2%
MDB vs ACGL
+173.1%
-213.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | -1.0% | +1.3% | -2.3% | -1.3% |
| 30D | -14.0% | +14.2% | -28.2% | -17.0% |
| 3M | -20.3% | +11.1% | -31.4% | -22.7% |
| 6M | +10.9% | +16.4% | -5.5% | +6.0% |
| YTD | -20.9% | +13.8% | -34.7% | -24.2% |
| 1Y | -11.2% | +21.6% | -32.8% | -16.9% |
| 3Y | -11.9% | +33.5% | -45.5% | -22.3% |
| 5Y | -40.2% | +174.8% | -215.0% | -66.5% |
| All | -40.2% | +173.1% | -213.3% | -66.5% |
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