+206.4%
MDT vs LVS
+67.7%
+138.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +6.0% | -3.9% | +9.9% | +6.4% |
| 3M | +15.5% | -12.9% | +28.4% | +17.2% |
| 6M | +3.4% | -16.9% | +20.3% | +5.3% |
| YTD | -2.2% | -31.2% | +29.1% | +1.5% |
| 1Y | +2.6% | -16.4% | +19.0% | +3.9% |
| 3Y | +27.5% | -4.4% | +31.9% | +26.1% |
| 5Y | -20.1% | +6.7% | -26.7% | -23.4% |
| 10Y | +39.1% | +1.4% | +37.6% | +32.0% |
| All | +206.4% | +67.7% | +138.7% | +170.6% |
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