-40.5%
MDB vs NDAQ
+66.7%
-107.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | +6.8% | +1.3% | +5.6% | +5.6% |
| 30D | -6.2% | +18.0% | -24.2% | -21.4% |
| 3M | -29.2% | +11.5% | -40.8% | -37.1% |
| 6M | +10.3% | +21.1% | -10.8% | -10.8% |
| YTD | -20.4% | +12.8% | -33.2% | -30.8% |
| 1Y | -4.8% | +25.7% | -30.5% | -26.9% |
| 3Y | -11.6% | +116.8% | -128.4% | -65.4% |
| All | -40.5% | +66.7% | -107.2% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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