+954.3%
MDB vs LSCC
+2,027.7%
-1,073.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.4% | -8.5% | -2.6% |
| 7D | +3.0% | +14.5% | -11.5% | -3.2% |
| 30D | -11.3% | -0.1% | -11.3% | -12.1% |
| 3M | -23.0% | -2.7% | -20.4% | -23.8% |
| 6M | +14.8% | -4.8% | +19.6% | +10.0% |
| YTD | -19.4% | +66.9% | -86.3% | -43.0% |
| 1Y | -9.0% | +85.8% | -94.8% | -39.0% |
| 3Y | -10.3% | +115.6% | -125.9% | -50.1% |
| 5Y | -38.4% | +48.8% | -87.2% | -60.9% |
| All | +954.3% | +2,027.7% | -1,073.4% | +163.6% |
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