+849.8%
MDB vs ACGL
+249.4%
+600.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.2% |
| 7D | -20.9% | +6.4% | -27.3% | -22.4% |
| 30D | -15.6% | +16.6% | -32.2% | -19.5% |
| 3M | -19.1% | +11.6% | -30.7% | -21.9% |
| 6M | +14.2% | +17.5% | -3.2% | +8.2% |
| YTD | -27.4% | +15.3% | -42.7% | -31.2% |
| 1Y | -13.0% | +26.3% | -39.3% | -20.0% |
| 3Y | -11.2% | +35.9% | -47.1% | -21.8% |
| 5Y | -45.2% | +168.2% | -213.3% | -62.6% |
| All | +849.8% | +249.4% | +600.4% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling