-25.3%
MDB vs LUMN
-37.8%
+12.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.3% |
| 7D | -1.8% | +2.5% | -4.3% | -2.1% |
| 30D | -17.3% | +10.3% | -27.6% | -18.4% |
| 3M | +2.2% | -18.3% | +20.5% | +4.1% |
| 6M | +33.9% | +4.4% | +29.5% | +30.8% |
| YTD | -13.7% | -10.7% | -3.0% | -14.7% |
| 1Y | +9.1% | +14.0% | -4.9% | +3.9% |
| 3Y | -8.1% | +406.6% | -414.7% | -31.6% |
| All | -25.3% | -37.8% | +12.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling