-6.4%
MDB vs AG
+260.2%
-266.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.7% |
| 7D | -17.4% | +1.0% | -18.4% | -17.8% |
| 30D | -2.0% | +19.2% | -21.2% | -5.8% |
| 3M | -3.0% | +6.2% | -9.2% | -5.1% |
| 6M | +48.7% | -26.7% | +75.4% | +54.9% |
| YTD | -12.1% | +26.1% | -38.3% | -18.6% |
| 1Y | +14.5% | +131.7% | -117.2% | -8.0% |
| All | -6.4% | +260.2% | -266.6% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling