-10.5%
MDB vs AGI
+138.5%
-149.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.4% |
| 7D | +3.0% | 0.0% | +3.0% | +2.8% |
| 30D | -11.3% | -7.6% | -3.7% | -10.0% |
| 3M | -23.0% | -10.2% | -12.8% | -21.5% |
| 6M | +14.8% | -31.5% | +46.3% | +23.1% |
| YTD | -19.4% | -22.0% | +2.6% | -16.3% |
| 1Y | -9.0% | -7.9% | -1.1% | -9.0% |
| All | -10.5% | +138.5% | -149.0% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling