-5.9%
MDB vs LTH
+268.4%
-274.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.0% |
| 7D | -11.4% | +4.5% | -15.8% | -12.4% |
| 30D | -13.8% | +16.3% | -30.2% | -17.3% |
| 3M | -15.5% | +8.4% | -23.8% | -17.7% |
| 6M | +17.9% | +40.3% | -22.3% | +5.6% |
| YTD | -25.5% | +77.3% | -102.7% | -39.1% |
| 1Y | -12.1% | +88.0% | -100.0% | -30.0% |
| 3Y | -5.9% | +274.3% | -280.1% | -37.6% |
| All | -5.9% | +268.4% | -274.3% | -37.6% |
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