-9.7%
MDB vs AGI
+210.3%
-220.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.2% |
| 7D | -18.0% | +4.4% | -22.4% | -18.7% |
| 30D | -10.7% | +10.0% | -20.7% | -12.6% |
| 3M | +1.0% | +1.7% | -0.8% | +0.1% |
| 6M | +31.6% | -26.8% | +58.4% | +38.4% |
| YTD | -15.2% | -5.3% | -9.8% | -15.1% |
| 1Y | +10.1% | +11.5% | -1.4% | +5.7% |
| All | -9.7% | +210.3% | -220.0% | -26.2% |
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