+942.1%
MDB vs AG
+98.7%
+843.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | +6.8% | -10.0% | +16.8% | +8.9% |
| 30D | -6.2% | -10.5% | +4.3% | -4.3% |
| 3M | -29.2% | -27.3% | -2.0% | -25.2% |
| 6M | +10.3% | -43.0% | +53.3% | +20.9% |
| YTD | -20.4% | -17.9% | -2.5% | -19.8% |
| 1Y | -4.8% | +11.9% | -16.7% | -10.0% |
| 3Y | -11.6% | +201.8% | -213.4% | -34.5% |
| 5Y | -41.0% | -0.1% | -41.0% | -49.5% |
| All | +942.1% | +98.7% | +843.4% | +738.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling