+954.3%
MDB vs LNT
+126.2%
+828.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | -11.3% | +11.6% | -22.9% | -12.1% |
| 3M | -23.0% | +8.2% | -31.2% | -23.5% |
| 6M | +14.8% | +3.1% | +11.6% | +14.3% |
| YTD | -19.4% | +16.8% | -36.2% | -21.2% |
| 1Y | -9.0% | +11.6% | -20.6% | -10.4% |
| 3Y | -10.3% | +67.4% | -77.7% | -17.9% |
| 5Y | -38.4% | +56.8% | -95.1% | -43.6% |
| All | +954.3% | +126.2% | +828.2% | +781.3% |
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