+14.5%
MDB vs LVS
-18.2%
+32.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -17.4% | -1.5% | -16.0% | -17.1% |
| 30D | -2.0% | -3.2% | +1.2% | -1.1% |
| 3M | -3.0% | -12.0% | +9.0% | +1.5% |
| 6M | +48.7% | -19.9% | +68.6% | +61.0% |
| YTD | -12.1% | -30.6% | +18.5% | -1.3% |
| 1Y | +14.5% | -17.7% | +32.2% | +25.0% |
| All | +14.5% | -18.2% | +32.7% | +25.0% |
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