+920.8%
MDB vs LSCC
+1,873.8%
-953.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.4% | -3.8% | +1.0% |
| 7D | -0.9% | +19.3% | -20.3% | -8.6% |
| 30D | -15.2% | -9.6% | -5.5% | -11.9% |
| 3M | -17.9% | -12.4% | -5.5% | -14.8% |
| 6M | +9.3% | -10.5% | +19.8% | +7.8% |
| YTD | -22.0% | +54.8% | -76.8% | -42.8% |
| 1Y | -9.3% | +79.4% | -88.7% | -38.2% |
| 3Y | -10.4% | +109.6% | -120.0% | -49.7% |
| 5Y | -43.2% | +40.4% | -83.6% | -63.0% |
| All | +920.8% | +1,873.8% | -953.0% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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