+849.8%
MDB vs LDOS
+152.8%
+697.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.3% |
| 7D | -20.9% | -3.7% | -17.2% | -19.9% |
| 30D | -15.6% | +16.4% | -31.9% | -21.0% |
| 3M | -19.1% | +7.4% | -26.5% | -21.5% |
| 6M | +14.2% | -0.3% | +14.5% | +13.5% |
| YTD | -27.4% | -24.0% | -3.4% | -19.9% |
| 1Y | -13.0% | -29.6% | +16.5% | -1.2% |
| 3Y | -11.2% | +35.1% | -46.3% | -25.6% |
| 5Y | -45.2% | +52.9% | -98.1% | -57.9% |
| All | +849.8% | +152.8% | +697.0% | +359.5% |
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