+959.5%
MDB vs LVS
-22.0%
+981.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.4% |
| 7D | +11.6% | -3.9% | +15.4% | +13.3% |
| 30D | -8.9% | +7.1% | -16.0% | -11.8% |
| 3M | -22.4% | -13.2% | -9.2% | -18.5% |
| 6M | +10.1% | -22.8% | +32.9% | +21.1% |
| YTD | -19.0% | -38.0% | +19.0% | -2.9% |
| 1Y | -7.0% | -39.5% | +32.5% | +12.5% |
| 3Y | -9.8% | -12.2% | +2.3% | -10.6% |
| 5Y | -40.1% | +6.4% | -46.5% | -45.9% |
| All | +959.5% | -22.0% | +981.5% | +854.5% |
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 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