+1,017.5%
MDB vs LH
+165.8%
+851.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.3% |
| 7D | -4.5% | -3.2% | -1.3% | -2.9% |
| 30D | -14.0% | +0.1% | -14.1% | -14.2% |
| 3M | +5.3% | +18.6% | -13.3% | -4.1% |
| 6M | +31.9% | +17.9% | +14.0% | +20.2% |
| YTD | -14.6% | +28.9% | -43.5% | -26.0% |
| 1Y | +8.2% | +16.6% | -8.4% | -1.7% |
| 3Y | -5.0% | +63.6% | -68.6% | -30.4% |
| 5Y | -24.5% | +30.0% | -54.6% | -37.5% |
| All | +1,017.5% | +165.8% | +851.7% | +547.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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