+954.3%
MDB vs AIG
+65.2%
+889.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +3.0% | +1.4% | +1.6% | +2.5% |
| 30D | -11.3% | +6.6% | -18.0% | -13.2% |
| 3M | -23.0% | +7.9% | -30.9% | -24.9% |
| 6M | +14.8% | +10.4% | +4.4% | +10.8% |
| YTD | -19.4% | -1.3% | -18.1% | -19.7% |
| 1Y | -9.0% | +11.5% | -20.4% | -12.8% |
| 3Y | -10.3% | +38.8% | -49.1% | -19.8% |
| 5Y | -38.4% | +57.8% | -96.2% | -47.1% |
| All | +954.3% | +65.2% | +889.1% | +716.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling