-40.5%
MDB vs NTR
+19.8%
-60.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.8% | -0.3% | +7.2% | +6.9% |
| 30D | -6.2% | +2.0% | -8.2% | -6.7% |
| 3M | -29.2% | +6.4% | -35.6% | -30.6% |
| 6M | +10.3% | +1.6% | +8.7% | +9.0% |
| YTD | -20.4% | +18.2% | -38.6% | -25.4% |
| 1Y | -4.8% | +23.9% | -28.8% | -12.2% |
| 3Y | -11.6% | +44.7% | -56.2% | -24.2% |
| All | -40.5% | +19.8% | -60.4% | -51.4% |
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