+9.1%
MDB vs NI
+4.4%
+4.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -1.8% | 0.0% | -1.8% | -1.7% |
| 30D | -17.3% | -1.4% | -15.9% | -17.8% |
| 3M | +2.2% | -10.6% | +12.8% | -4.0% |
| 6M | +33.9% | -9.3% | +43.2% | +26.8% |
| YTD | -13.7% | +1.1% | -14.8% | -14.1% |
| 1Y | +9.1% | +3.4% | +5.7% | +8.2% |
| All | +9.1% | +4.4% | +4.6% | +8.2% |
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