-7.7%
MDB vs LTH
+84.0%
-91.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.3% | -8.4% | -2.0% |
| 7D | -16.5% | +9.9% | -26.4% | -16.4% |
| 30D | -8.6% | +18.3% | -26.9% | -8.3% |
| 3M | -13.6% | +5.9% | -19.5% | -13.2% |
| 6M | +24.1% | +80.3% | -56.3% | +15.4% |
| YTD | -21.8% | +78.3% | -100.0% | -25.0% |
| 1Y | -7.7% | +81.0% | -88.7% | -11.2% |
| All | -7.7% | +84.0% | -91.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling