-24.7%
MDB vs LII
+25.3%
-50.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -4.7% |
| 7D | -17.4% | -0.7% | -16.7% | -17.1% |
| 30D | -2.0% | -12.6% | +10.6% | +5.1% |
| 3M | -3.0% | -24.4% | +21.4% | +8.4% |
| 6M | +48.7% | -28.7% | +77.4% | +68.1% |
| YTD | -12.1% | -19.1% | +7.0% | -9.8% |
| 1Y | +14.5% | -29.7% | +44.2% | +28.0% |
| 3Y | -6.1% | +4.8% | -10.9% | -34.4% |
| All | -24.7% | +25.3% | -50.0% | -65.5% |
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