+1,010.1%
MDB vs AG
+202.1%
+808.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.3% |
| 7D | -18.0% | +4.5% | -22.5% | -18.9% |
| 30D | -10.7% | +12.9% | -23.6% | -13.1% |
| 3M | +1.0% | +20.9% | -20.0% | -3.5% |
| 6M | +31.6% | -19.5% | +51.2% | +34.3% |
| YTD | -15.2% | +24.8% | -40.0% | -21.0% |
| 1Y | +10.1% | +120.2% | -110.1% | -9.2% |
| 3Y | -5.6% | +279.0% | -284.6% | -33.3% |
| 5Y | -24.5% | +67.9% | -92.5% | -40.9% |
| All | +1,010.1% | +202.1% | +808.0% | +726.2% |
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