-28.5%
MDB vs LTH
+186.8%
-215.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | -11.3% | +17.7% | -29.0% | -17.9% |
| 3M | -23.0% | +8.5% | -31.5% | -26.6% |
| 6M | +14.8% | +46.9% | -32.2% | -6.3% |
| YTD | -19.4% | +78.8% | -98.2% | -41.4% |
| 1Y | -9.0% | +84.9% | -93.9% | -35.2% |
| 3Y | -10.3% | +246.4% | -256.6% | -56.8% |
| 5Y | -38.4% | +129.6% | -167.9% | -70.7% |
| All | -28.5% | +186.8% | -215.3% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling