-30.8%
MDB vs LTH
+183.0%
-213.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | -0.9% | +7.0% | -7.9% | -4.1% |
| 30D | -15.2% | +15.4% | -30.6% | -20.8% |
| 3M | -17.9% | +7.0% | -24.9% | -21.3% |
| 6M | +9.3% | +46.9% | -37.5% | -10.8% |
| YTD | -22.0% | +76.4% | -98.4% | -43.0% |
| 1Y | -9.3% | +83.7% | -93.1% | -35.4% |
| 3Y | -10.4% | +248.9% | -259.3% | -57.1% |
| 5Y | -43.2% | +141.8% | -185.1% | -73.0% |
| All | -30.8% | +183.0% | -213.8% | -67.4% |
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