+14.5%
MDB vs NI
+1.4%
+13.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.5% |
| 7D | -17.4% | +2.0% | -19.5% | -16.4% |
| 30D | -2.0% | -3.5% | +1.5% | -4.0% |
| 3M | -3.0% | -9.1% | +6.1% | -7.8% |
| 6M | +48.7% | -11.8% | +60.5% | +39.7% |
| YTD | -12.1% | +1.1% | -13.2% | -12.8% |
| 1Y | +14.5% | +6.7% | +7.8% | +12.6% |
| All | +14.5% | +1.4% | +13.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling