+1,138.3%
MDB vs NTR
+97.9%
+1,040.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -17.3% | +16.8% | -34.0% | -20.8% |
| 3M | +2.2% | +20.7% | -18.5% | -3.4% |
| 6M | +33.9% | +0.5% | +33.3% | +31.9% |
| YTD | -13.7% | +29.2% | -42.9% | -21.4% |
| 1Y | +9.1% | +39.6% | -30.5% | -3.4% |
| 3Y | -8.1% | +37.9% | -46.0% | -20.2% |
| 5Y | -25.9% | +47.1% | -73.0% | -39.0% |
| All | +1,138.3% | +97.9% | +1,040.4% | +751.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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