+875.5%
MDB vs LII
+109.9%
+765.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.6% |
| 7D | -11.4% | -0.6% | -10.8% | -11.3% |
| 30D | -13.8% | -4.6% | -9.2% | -12.7% |
| 3M | -15.5% | -21.2% | +5.8% | -6.2% |
| 6M | +17.9% | -36.4% | +54.4% | +40.0% |
| YTD | -25.5% | -28.9% | +3.5% | -18.7% |
| 1Y | -12.1% | -29.5% | +17.4% | -3.9% |
| 3Y | -5.9% | -8.6% | +2.7% | -17.7% |
| 5Y | -43.7% | +20.2% | -63.9% | -60.0% |
| All | +875.5% | +109.9% | +765.6% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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