+141.8%
LMT vs MDB
+929.6%
-787.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +4.8% | +11.6% | -6.7% | +4.6% |
| 30D | +19.9% | -8.9% | +28.8% | +20.0% |
| 3M | +0.2% | -22.4% | +22.6% | +0.6% |
| 6M | +17.4% | +10.1% | +7.4% | +16.7% |
| YTD | +27.2% | -19.0% | +46.2% | +27.1% |
| 1Y | +35.6% | -7.0% | +42.6% | +34.9% |
| 3Y | +47.1% | -9.8% | +56.9% | +44.9% |
| 5Y | +103.7% | -40.1% | +143.7% | +101.6% |
| All | +141.8% | +929.6% | -787.8% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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