-9.1%
MDB vs NTR
+40.7%
-49.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -4.5% | +0.5% | -5.1% | -4.6% |
| 30D | -14.0% | +21.7% | -35.7% | -15.0% |
| 3M | +5.3% | +22.8% | -17.4% | +3.8% |
| 6M | +31.9% | +8.2% | +23.7% | +30.8% |
| YTD | -14.6% | +32.9% | -47.5% | -17.6% |
| 1Y | +8.2% | +45.3% | -37.1% | +2.3% |
| All | -9.1% | +40.7% | -49.8% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling