-5.6%
MDB vs NI
+71.0%
-76.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.3% |
| 7D | -18.0% | +2.3% | -20.3% | -17.8% |
| 30D | -10.7% | -1.7% | -9.1% | -10.8% |
| 3M | +1.0% | -8.0% | +9.0% | +0.4% |
| 6M | +31.6% | -8.6% | +40.3% | +30.6% |
| YTD | -15.2% | +2.3% | -17.5% | -16.5% |
| 1Y | +10.1% | +6.9% | +3.2% | +7.6% |
| 3Y | -5.6% | +70.6% | -76.2% | -5.2% |
| All | -5.6% | +71.0% | -76.6% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling