+1,049.8%
MDB vs LDOS
+146.8%
+903.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -17.4% | -5.4% | -12.0% | -15.4% |
| 30D | -2.0% | +4.9% | -6.9% | -3.5% |
| 3M | -3.0% | +7.2% | -10.2% | -5.7% |
| 6M | +48.7% | -24.2% | +72.9% | +65.5% |
| YTD | -12.1% | -25.8% | +13.7% | -1.7% |
| 1Y | +14.5% | -24.7% | +39.2% | +27.0% |
| 3Y | -6.1% | +39.3% | -45.4% | -22.2% |
| 5Y | -27.3% | +43.3% | -70.6% | -42.5% |
| All | +1,049.8% | +146.8% | +903.0% | +464.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling