+1,017.5%
MDB vs LNT
+106.9%
+910.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | -14.0% | -0.5% | -13.5% | -14.0% |
| 3M | +5.3% | -5.5% | +10.8% | +5.8% |
| 6M | +31.9% | -3.8% | +35.7% | +32.0% |
| YTD | -14.6% | +6.8% | -21.4% | -15.9% |
| 1Y | +8.2% | +9.3% | -1.1% | +6.1% |
| 3Y | -5.0% | +47.9% | -52.9% | -11.9% |
| 5Y | -24.5% | +31.6% | -56.1% | -29.1% |
| All | +1,017.5% | +106.9% | +910.6% | +841.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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