-24.5%
MDB vs AGI
+392.7%
-417.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -4.5% | +2.2% | -6.7% | -5.0% |
| 30D | -14.0% | +11.3% | -25.3% | -16.6% |
| 3M | +5.3% | +5.6% | -0.3% | +2.9% |
| 6M | +31.9% | -27.7% | +59.6% | +41.4% |
| YTD | -14.6% | -4.1% | -10.5% | -15.8% |
| 1Y | +8.2% | +13.8% | -5.5% | +0.4% |
| 3Y | -5.0% | +217.0% | -222.1% | -38.8% |
| 5Y | -24.5% | +404.3% | -428.9% | -60.6% |
| All | -24.5% | +392.7% | -417.2% | -60.6% |
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