+959.5%
MDB vs AIG
+64.7%
+894.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +11.6% | +2.0% | +9.5% | +10.8% |
| 30D | -8.9% | +6.3% | -15.3% | -10.8% |
| 3M | -22.4% | +9.2% | -31.6% | -24.5% |
| 6M | +10.1% | +9.5% | +0.5% | +6.5% |
| YTD | -19.0% | -1.6% | -17.4% | -19.3% |
| 1Y | -7.0% | +8.5% | -15.5% | -10.1% |
| 3Y | -9.8% | +38.3% | -48.2% | -19.3% |
| 5Y | -40.1% | +59.0% | -99.1% | -48.6% |
| All | +959.5% | +64.7% | +894.8% | +721.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling