+959.5%
MDB vs NI
+132.3%
+827.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +11.6% | +3.1% | +8.5% | +10.9% |
| 30D | -8.9% | +11.2% | -20.1% | -11.0% |
| 3M | -22.4% | +9.8% | -32.2% | -24.0% |
| 6M | +10.1% | -1.6% | +11.7% | +10.0% |
| YTD | -19.0% | +12.6% | -31.7% | -22.1% |
| 1Y | -7.0% | +7.8% | -14.8% | -9.6% |
| 3Y | -9.8% | +100.5% | -110.4% | -26.7% |
| 5Y | -40.1% | +114.4% | -154.5% | -52.7% |
| All | +959.5% | +132.3% | +827.2% | +694.8% |
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