+875.5%
MDB vs AG
+120.7%
+754.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.4% |
| 7D | -11.4% | +6.3% | -17.7% | -12.5% |
| 30D | -13.8% | -8.9% | -4.9% | -12.3% |
| 3M | -15.5% | -12.2% | -3.3% | -13.7% |
| 6M | +17.9% | -28.3% | +46.2% | +23.8% |
| YTD | -25.5% | -8.8% | -16.6% | -26.4% |
| 1Y | -12.1% | +39.4% | -51.4% | -20.2% |
| 3Y | -5.9% | +229.4% | -235.3% | -31.4% |
| 5Y | -43.7% | +14.5% | -58.2% | -52.8% |
| All | +875.5% | +120.7% | +754.7% | +670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling