+1,017.5%
MDB vs LYB
+11.6%
+1,005.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.5% | -3.1% | -1.4% | -3.8% |
| 30D | -14.0% | +4.0% | -18.0% | -15.1% |
| 3M | +5.3% | +2.4% | +2.9% | +4.1% |
| 6M | +31.9% | -1.4% | +33.3% | +29.6% |
| YTD | -14.6% | +53.9% | -68.6% | -27.2% |
| 1Y | +8.2% | +26.1% | -17.8% | -2.5% |
| 3Y | -5.0% | -21.0% | +16.0% | -3.1% |
| 5Y | -24.5% | -0.7% | -23.8% | -27.8% |
| All | +1,017.5% | +11.6% | +1,005.9% | +836.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling