+1,029.4%
MDB vs NTRA
+2,412.8%
-1,383.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -17.3% | +4.1% | -21.4% | -18.7% |
| 3M | +2.2% | +50.0% | -47.8% | -13.4% |
| 6M | +33.9% | +67.3% | -33.4% | +7.6% |
| YTD | -13.7% | +43.6% | -57.3% | -26.9% |
| 1Y | +9.1% | +89.2% | -80.2% | -17.0% |
| 3Y | -8.1% | +502.5% | -510.7% | -56.6% |
| 5Y | -25.9% | +173.8% | -199.7% | -58.4% |
| All | +1,029.4% | +2,412.8% | -1,383.4% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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