-7.0%
MDB vs LVS
-39.8%
+32.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | +11.6% | -3.9% | +15.4% | +12.9% |
| 30D | -8.9% | +7.1% | -16.0% | -11.3% |
| 3M | -22.4% | -13.2% | -9.2% | -18.1% |
| 6M | +10.1% | -22.8% | +32.9% | +23.3% |
| YTD | -19.0% | -38.0% | +19.0% | -4.5% |
| 1Y | -7.0% | -39.5% | +32.5% | +9.5% |
| All | -7.0% | -39.8% | +32.8% | +9.5% |
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