+189.1%
LOW vs MDB
+986.0%
-796.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.6% | -4.5% | +3.9% | -0.1% |
| 30D | -9.3% | -14.0% | +4.7% | -7.9% |
| 3M | -8.1% | +5.3% | -13.4% | -9.3% |
| 6M | -19.8% | +31.9% | -51.6% | -24.0% |
| YTD | -16.4% | -14.6% | -1.8% | -16.8% |
| 1Y | -24.7% | +8.2% | -32.9% | -27.9% |
| 3Y | -8.8% | -5.0% | -3.8% | -15.9% |
| 5Y | +7.8% | -24.5% | +32.3% | -5.5% |
| All | +189.1% | +986.0% | -796.9% | +60.0% |
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