-40.5%
MDB vs LII
+17.0%
-57.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.2% |
| 7D | +6.8% | +2.9% | +3.9% | +5.3% |
| 30D | -6.2% | +0.9% | -7.1% | -7.7% |
| 3M | -29.2% | -15.5% | -13.7% | -23.4% |
| 6M | +10.3% | -30.2% | +40.5% | +26.3% |
| YTD | -20.4% | -26.8% | +6.5% | -14.7% |
| 1Y | -4.8% | -25.3% | +20.5% | -0.1% |
| 3Y | -11.6% | -7.8% | -3.8% | -34.3% |
| All | -40.5% | +17.0% | -57.5% | -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