-24.5%
MDB vs LVS
+5.2%
-29.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.4% |
| 7D | -4.5% | -2.7% | -1.8% | -3.2% |
| 30D | -14.0% | -4.7% | -9.3% | -12.2% |
| 3M | +5.3% | -15.6% | +20.9% | +13.8% |
| 6M | +31.9% | -18.6% | +50.5% | +45.1% |
| YTD | -14.6% | -32.3% | +17.7% | +2.6% |
| 1Y | +8.2% | -18.0% | +26.3% | +16.7% |
| 3Y | -5.0% | -5.8% | +0.8% | -10.2% |
| 5Y | -24.5% | +5.7% | -30.3% | -41.6% |
| All | -24.5% | +5.2% | -29.7% | -41.6% |
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