-40.5%
MDB vs LTH
+137.1%
-177.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.6% |
| 7D | +6.8% | -1.3% | +8.1% | +7.3% |
| 30D | -6.2% | +15.7% | -21.9% | -12.7% |
| 3M | -29.2% | +5.0% | -34.2% | -31.7% |
| 6M | +10.3% | +37.7% | -27.4% | -7.6% |
| YTD | -20.4% | +75.0% | -95.4% | -42.0% |
| 1Y | -4.8% | +82.6% | -87.5% | -32.5% |
| 3Y | -11.6% | +241.3% | -252.9% | -58.1% |
| All | -40.5% | +137.1% | -177.6% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling