+954.3%
MDB vs LII
+115.3%
+839.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +3.0% | -2.3% | +5.3% | +4.2% |
| 30D | -11.3% | -1.7% | -9.6% | -11.4% |
| 3M | -23.0% | -18.3% | -4.7% | -15.9% |
| 6M | +14.8% | -32.3% | +47.1% | +32.2% |
| YTD | -19.4% | -27.1% | +7.7% | -13.1% |
| 1Y | -9.0% | -27.2% | +18.2% | -2.1% |
| 3Y | -10.3% | -8.9% | -1.3% | -21.0% |
| 5Y | -38.4% | +19.7% | -58.0% | -56.2% |
| All | +954.3% | +115.3% | +839.0% | +448.8% |
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