+1,029.4%
MDB vs LVS
-15.8%
+1,045.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.3% |
| 7D | -1.8% | -3.5% | +1.7% | -0.4% |
| 30D | -17.3% | -6.2% | -11.0% | -15.4% |
| 3M | +2.2% | -14.8% | +17.0% | +8.5% |
| 6M | +33.9% | -20.9% | +54.7% | +46.5% |
| YTD | -13.7% | -33.0% | +19.3% | +0.9% |
| 1Y | +9.1% | -20.0% | +29.1% | +17.5% |
| 3Y | -8.1% | -6.9% | -1.2% | -10.6% |
| 5Y | -25.9% | +9.1% | -35.0% | -34.4% |
| All | +1,029.4% | -15.8% | +1,045.2% | +891.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling