-23.5%
MDB vs NTR
+45.0%
-68.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.8% |
| 7D | -2.8% | -2.5% | -0.3% | -2.3% |
| 30D | -14.9% | +17.0% | -31.9% | -17.6% |
| 3M | +7.3% | +22.2% | -14.8% | +2.6% |
| 6M | +38.2% | +5.2% | +33.0% | +35.3% |
| YTD | -10.9% | +29.7% | -40.6% | -17.4% |
| 1Y | +11.6% | +39.4% | -27.8% | +1.1% |
| 3Y | -0.9% | +38.2% | -39.1% | -12.0% |
| 5Y | -23.5% | +47.6% | -71.1% | -29.5% |
| All | -23.5% | +45.0% | -68.5% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling