+7.0%
MDB vs AGI
+13.4%
-6.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -4.5% | +2.2% | -6.7% | -4.8% |
| 30D | -14.0% | +11.3% | -25.3% | -15.7% |
| 3M | +5.3% | +5.6% | -0.3% | +4.0% |
| 6M | +31.9% | -27.7% | +59.6% | +38.3% |
| YTD | -14.6% | -4.1% | -10.5% | -12.5% |
| All | +7.0% | +13.4% | -6.4% | +5.7% |
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