+14.8%
MDB vs LNT
+3.6%
+11.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +2.4% |
| 7D | +3.0% | -0.2% | +3.2% | +2.6% |
| 30D | -11.3% | +11.6% | -22.9% | -0.3% |
| 3M | -23.0% | +8.2% | -31.2% | -16.6% |
| 6M | +14.8% | +3.1% | +11.6% | +26.2% |
| All | +14.8% | +3.6% | +11.1% | +26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling