-40.2%
MDB vs LII
+19.4%
-59.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -14.0% | -2.4% | -11.6% | -13.8% |
| 3M | -20.3% | -17.5% | -2.8% | -12.6% |
| 6M | +10.9% | -32.8% | +43.7% | +29.8% |
| YTD | -20.9% | -27.7% | +6.8% | -14.7% |
| 1Y | -11.2% | -28.1% | +16.9% | -4.4% |
| 3Y | -11.9% | -9.7% | -2.3% | -33.5% |
| 5Y | -40.2% | +19.5% | -59.7% | -69.7% |
| All | -40.2% | +19.4% | -59.5% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling