+875.5%
MDB vs LDOS
+146.9%
+728.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.6% |
| 7D | -11.4% | -7.2% | -4.2% | -8.9% |
| 30D | -13.8% | +16.8% | -30.7% | -19.5% |
| 3M | -15.5% | -1.6% | -13.9% | -15.0% |
| 6M | +17.9% | -1.0% | +18.9% | +17.5% |
| YTD | -25.5% | -25.8% | +0.3% | -17.0% |
| 1Y | -12.1% | -31.1% | +19.0% | +0.7% |
| 3Y | -5.9% | +32.8% | -38.7% | -20.6% |
| 5Y | -43.7% | +49.4% | -93.1% | -56.3% |
| All | +875.5% | +146.9% | +728.5% | +376.2% |
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