+1,029.4%
MDB vs AGI
+433.5%
+596.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -1.8% | -2.7% | +1.0% | -1.4% |
| 30D | -17.3% | +7.2% | -24.5% | -18.3% |
| 3M | +2.2% | +4.3% | -2.1% | +1.1% |
| 6M | +33.9% | -27.1% | +61.0% | +38.8% |
| YTD | -13.7% | -6.6% | -7.1% | -13.8% |
| 1Y | +9.1% | +9.5% | -0.5% | +6.0% |
| 3Y | -8.1% | +208.4% | -216.6% | -23.2% |
| 5Y | -25.9% | +401.6% | -427.5% | -42.0% |
| All | +1,029.4% | +433.5% | +596.0% | +808.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling