-22.0%
MDB vs LTH
+160.9%
-182.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -17.4% | -0.6% | -16.8% | -17.5% |
| 30D | -2.0% | -4.6% | +2.6% | -0.5% |
| 3M | -3.0% | +32.8% | -35.8% | -16.0% |
| 6M | +48.7% | +64.6% | -15.9% | +12.7% |
| YTD | -12.1% | +62.6% | -74.8% | -33.0% |
| 1Y | +14.5% | +49.9% | -35.5% | -9.8% |
| 3Y | -6.1% | +151.3% | -157.5% | -46.5% |
| All | -22.0% | +160.9% | -182.9% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling