-24.5%
MDB vs NI
+95.2%
-119.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.5% | +1.3% | -5.8% | -4.6% |
| 30D | -14.0% | -0.3% | -13.7% | -14.0% |
| 3M | +5.3% | -9.5% | +14.8% | +6.3% |
| 6M | +31.9% | -10.2% | +42.1% | +33.0% |
| YTD | -14.6% | +1.8% | -16.4% | -16.1% |
| 1Y | +8.2% | +5.7% | +2.6% | +5.2% |
| 3Y | -5.0% | +69.6% | -74.6% | -16.6% |
| 5Y | -24.5% | +95.8% | -120.3% | -29.8% |
| All | -24.5% | +95.2% | -119.7% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling