+1,010.1%
MDB vs AJG
+360.9%
+649.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.6% | -1.0% |
| 7D | -18.0% | -3.8% | -14.2% | -16.1% |
| 30D | -10.7% | +1.6% | -12.3% | -12.0% |
| 3M | +1.0% | +18.6% | -17.7% | -10.6% |
| 6M | +31.6% | +10.9% | +20.7% | +21.2% |
| YTD | -15.2% | -2.0% | -13.2% | -16.2% |
| 1Y | +10.1% | -14.9% | +25.1% | +18.0% |
| 3Y | -5.6% | +13.4% | -19.1% | -23.3% |
| 5Y | -24.5% | +83.2% | -107.8% | -57.6% |
| All | +1,010.1% | +360.9% | +649.2% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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