+1,049.8%
MDB vs LVS
-12.8%
+1,062.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -17.4% | -1.5% | -16.0% | -17.0% |
| 30D | -2.0% | -3.2% | +1.2% | -1.0% |
| 3M | -3.0% | -12.0% | +9.0% | +1.6% |
| 6M | +48.7% | -19.9% | +68.6% | +61.8% |
| YTD | -12.1% | -30.6% | +18.5% | +1.3% |
| 1Y | +14.5% | -17.7% | +32.2% | +22.0% |
| 3Y | -6.1% | -14.2% | +8.1% | -5.4% |
| 5Y | -27.3% | +9.6% | -37.0% | -36.1% |
| All | +1,049.8% | -12.8% | +1,062.6% | +895.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling