+1,065.8%
MDB vs LYV
+301.0%
+764.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | -2.8% | -4.2% | +1.4% | -0.7% |
| 30D | -14.9% | -7.2% | -7.6% | -11.9% |
| 3M | +7.3% | +1.5% | +5.8% | +6.4% |
| 6M | +38.2% | +2.7% | +35.4% | +35.1% |
| YTD | -10.9% | +19.4% | -30.3% | -19.4% |
| 1Y | +11.6% | -0.5% | +12.1% | +9.3% |
| 3Y | -0.9% | +110.1% | -111.0% | -33.1% |
| 5Y | -23.5% | +97.6% | -121.1% | -44.2% |
| All | +1,065.8% | +301.0% | +764.8% | +556.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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