+935.2%
MDB vs LDOS
+155.4%
+779.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | -1.0% | +1.9% | -2.9% | -1.8% |
| 30D | -14.0% | +12.8% | -26.8% | -18.5% |
| 3M | -20.3% | -1.0% | -19.3% | -20.1% |
| 6M | +10.9% | +6.2% | +4.7% | +7.6% |
| YTD | -20.9% | -23.2% | +2.3% | -13.1% |
| 1Y | -11.2% | -29.5% | +18.3% | +0.8% |
| 3Y | -11.9% | +37.1% | -49.0% | -26.6% |
| 5Y | -40.2% | +55.6% | -95.8% | -54.4% |
| All | +935.2% | +155.4% | +779.8% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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