-38.4%
MDB vs AGI
+260.0%
-298.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.6% |
| 7D | +3.0% | 0.0% | +3.0% | +2.8% |
| 30D | -11.3% | -7.6% | -3.7% | -9.7% |
| 3M | -23.0% | -10.2% | -12.8% | -21.3% |
| 6M | +14.8% | -31.5% | +46.3% | +25.4% |
| YTD | -19.4% | -22.0% | +2.6% | -16.3% |
| 1Y | -9.0% | -7.9% | -1.1% | -10.4% |
| 3Y | -10.3% | +137.6% | -147.9% | -38.7% |
| 5Y | -38.4% | +256.7% | -295.1% | -58.8% |
| All | -38.4% | +260.0% | -298.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling