-25.3%
MDB vs NTRA
+172.0%
-197.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.5% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -17.3% | +4.1% | -21.4% | -18.8% |
| 3M | +2.2% | +50.0% | -47.8% | -14.4% |
| 6M | +33.9% | +67.3% | -33.4% | +5.8% |
| YTD | -13.7% | +43.6% | -57.3% | -27.8% |
| 1Y | +9.1% | +89.2% | -80.2% | -18.9% |
| 3Y | -8.1% | +502.5% | -510.7% | -59.5% |
| All | -25.3% | +172.0% | -197.3% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling