-5.6%
MDB vs AIG
+34.0%
-39.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -2.8% |
| 7D | -18.0% | -1.6% | -16.4% | -17.6% |
| 30D | -10.7% | -5.2% | -5.5% | -9.3% |
| 3M | +1.0% | +1.5% | -0.5% | -0.1% |
| 6M | +31.6% | -3.9% | +35.6% | +32.6% |
| YTD | -15.2% | -11.6% | -3.6% | -11.6% |
| 1Y | +10.1% | -2.9% | +13.0% | +9.5% |
| 3Y | -5.6% | +33.7% | -39.4% | -16.3% |
| All | -5.6% | +34.0% | -39.7% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling