-25.3%
MDB vs LYB
-4.6%
-20.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.1% |
| 3M | +2.2% | +1.4% | +0.8% | +1.2% |
| 6M | +33.9% | -3.5% | +37.4% | +31.7% |
| YTD | -13.7% | +52.0% | -65.7% | -29.7% |
| 1Y | +9.1% | +22.1% | -13.0% | -3.0% |
| 3Y | -8.1% | -22.8% | +14.6% | -1.6% |
| All | -25.3% | -4.6% | -20.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling