-7.7%
MDB vs AGI
-1.1%
-6.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.8% | -12.9% | -4.4% |
| 7D | -16.5% | -5.3% | -11.3% | -15.6% |
| 30D | -8.6% | -7.1% | -1.4% | -7.2% |
| 3M | -13.6% | +4.4% | -18.0% | -14.3% |
| 6M | +24.1% | -23.0% | +47.1% | +29.7% |
| YTD | -21.8% | -22.0% | +0.2% | -15.0% |
| 1Y | -7.7% | +0.3% | -8.0% | +7.8% |
| All | -7.7% | -1.1% | -6.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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