+1,029.4%
MDB vs NI
+108.6%
+920.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -17.3% | -1.4% | -15.9% | -17.1% |
| 3M | +2.2% | -10.6% | +12.8% | +4.5% |
| 6M | +33.9% | -9.3% | +43.2% | +35.9% |
| YTD | -13.7% | +1.1% | -14.8% | -15.0% |
| 1Y | +9.1% | +3.4% | +5.7% | +6.6% |
| 3Y | -8.1% | +67.9% | -76.0% | -22.1% |
| 5Y | -25.9% | +98.0% | -123.9% | -40.6% |
| All | +1,029.4% | +108.6% | +920.9% | +767.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling