-10.1%
MDB vs LTH
+234.6%
-244.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.5% |
| 7D | +11.6% | -4.6% | +16.2% | +12.8% |
| 30D | -8.9% | +14.8% | -23.7% | -12.1% |
| 3M | -22.4% | +3.9% | -26.3% | -23.5% |
| 6M | +10.1% | +35.5% | -25.4% | +0.2% |
| YTD | -19.0% | +71.3% | -90.4% | -32.5% |
| 1Y | -7.0% | +75.7% | -82.7% | -23.3% |
| All | -10.1% | +234.6% | -244.7% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling