-7.0%
MDB vs NI
+7.3%
-14.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.9% |
| 7D | +11.6% | +3.1% | +8.5% | +14.0% |
| 30D | -8.9% | +11.2% | -20.1% | -0.9% |
| 3M | -22.4% | +9.8% | -32.2% | -16.5% |
| 6M | +10.1% | -1.6% | +11.7% | +10.3% |
| YTD | -19.0% | +12.6% | -31.7% | -7.2% |
| 1Y | -7.0% | +7.8% | -14.8% | +0.3% |
| All | -7.0% | +7.3% | -14.3% | +0.3% |
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