+849.8%
MDB vs LII
+114.1%
+735.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.8% | -4.4% | -5.9% |
| 7D | -20.9% | +0.2% | -21.1% | -21.0% |
| 30D | -15.6% | -4.6% | -11.0% | -14.5% |
| 3M | -19.1% | -21.7% | +2.6% | -9.9% |
| 6M | +14.2% | -32.8% | +47.0% | +31.7% |
| YTD | -27.4% | -27.5% | +0.1% | -21.5% |
| 1Y | -13.0% | -28.0% | +14.9% | -5.9% |
| 3Y | -11.2% | -7.2% | -4.0% | -22.8% |
| 5Y | -45.2% | +22.6% | -67.8% | -61.4% |
| All | +849.8% | +114.1% | +735.7% | +395.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling