-13.0%
MDB vs LUMN
-62.6%
+49.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -11.0% | +3.7% | -5.5% |
| 7D | -20.9% | -16.9% | -4.0% | -18.6% |
| 30D | -15.6% | -32.7% | +17.1% | -10.5% |
| 3M | -19.1% | -34.5% | +15.5% | -14.2% |
| 6M | +14.2% | -56.9% | +71.1% | +25.6% |
| YTD | -27.4% | -48.8% | +21.4% | -25.0% |
| 1Y | -13.0% | -63.4% | +50.3% | +8.1% |
| All | -13.0% | -62.6% | +49.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling