-40.2%
MDB vs AIG
+57.4%
-97.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | -0.2% |
| 7D | -1.0% | +2.2% | -3.2% | -2.1% |
| 30D | -14.0% | +6.9% | -20.8% | -17.1% |
| 3M | -20.3% | +6.8% | -27.1% | -23.1% |
| 6M | +10.9% | +9.2% | +1.6% | +5.0% |
| YTD | -20.9% | -1.9% | -19.0% | -21.0% |
| 1Y | -11.2% | +9.7% | -20.9% | -17.0% |
| 3Y | -11.9% | +37.9% | -49.8% | -29.7% |
| 5Y | -40.2% | +56.8% | -97.0% | -57.0% |
| All | -40.2% | +57.4% | -97.6% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling