+1,029.4%
MDB vs LYB
+10.2%
+1,019.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -1.8% | +0.3% | -2.0% | -1.9% |
| 30D | -17.3% | +2.5% | -19.7% | -18.0% |
| 3M | +2.2% | +1.4% | +0.8% | +1.3% |
| 6M | +33.9% | -3.5% | +37.4% | +32.3% |
| YTD | -13.7% | +52.0% | -65.7% | -26.2% |
| 1Y | +9.1% | +22.1% | -13.0% | -0.8% |
| 3Y | -8.1% | -22.8% | +14.6% | -5.7% |
| 5Y | -25.9% | -3.4% | -22.5% | -28.6% |
| All | +1,029.4% | +10.2% | +1,019.3% | +849.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling