-7.7%
MDB vs AG
+29.4%
-37.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.1% | -11.2% | -4.1% |
| 7D | -16.5% | -2.6% | -13.9% | -16.1% |
| 30D | -8.6% | -12.1% | +3.5% | -6.2% |
| 3M | -13.6% | -6.6% | -7.0% | -12.9% |
| 6M | +24.1% | -20.5% | +44.5% | +27.5% |
| YTD | -21.8% | -7.4% | -14.3% | -22.8% |
| 1Y | -7.7% | +33.4% | -41.1% | -17.0% |
| All | -7.7% | +29.4% | -37.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling