-40.1%
MDB vs LVS
+6.9%
-46.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.6% |
| 7D | +11.6% | -3.9% | +15.4% | +13.7% |
| 30D | -8.9% | +7.1% | -16.0% | -12.6% |
| 3M | -22.4% | -13.2% | -9.2% | -17.4% |
| 6M | +10.1% | -22.8% | +32.9% | +24.5% |
| YTD | -19.0% | -38.0% | +19.0% | +2.4% |
| 1Y | -7.0% | -39.5% | +32.5% | +18.8% |
| 3Y | -9.8% | -12.2% | +2.3% | -13.1% |
| 5Y | -40.1% | +6.4% | -46.5% | -53.2% |
| All | -40.1% | +6.9% | -46.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling