-8.4%
MDB vs LDOS
+35.4%
-43.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.3% |
| 7D | -20.9% | -3.7% | -17.2% | -20.1% |
| 30D | -15.6% | +16.4% | -31.9% | -20.3% |
| 3M | -19.1% | +7.4% | -26.5% | -20.8% |
| 6M | +14.2% | -0.3% | +14.5% | +13.6% |
| YTD | -27.4% | -24.0% | -3.4% | -21.6% |
| 1Y | -13.0% | -29.6% | +16.5% | -4.3% |
| All | -8.4% | +35.4% | -43.7% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling