-7.7%
MDB vs LVS
-31.5%
+23.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -4.2% |
| 7D | -16.5% | +13.4% | -29.9% | -20.3% |
| 30D | -8.6% | +12.2% | -20.8% | -12.3% |
| 3M | -13.6% | -10.7% | -2.8% | -9.5% |
| 6M | +24.1% | -19.8% | +43.9% | +37.2% |
| YTD | -21.8% | -35.8% | +14.0% | -8.2% |
| 1Y | -7.7% | -31.8% | +24.1% | +12.1% |
| All | -7.7% | -31.5% | +23.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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