-5.6%
MDB vs LVS
-6.1%
+0.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | -18.0% | +0.3% | -18.3% | -18.2% |
| 30D | -10.7% | -3.9% | -6.8% | -9.7% |
| 3M | +1.0% | -12.9% | +13.8% | +5.5% |
| 6M | +31.6% | -16.9% | +48.6% | +40.0% |
| YTD | -15.2% | -31.2% | +16.1% | -4.3% |
| 1Y | +10.1% | -16.4% | +26.5% | +16.2% |
| 3Y | -5.6% | -4.4% | -1.2% | -8.4% |
| All | -5.6% | -6.1% | +0.4% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling