+1,049.8%
MDB vs NTRA
+2,407.1%
-1,357.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -17.4% | +0.6% | -18.0% | -17.7% |
| 30D | -2.0% | +19.5% | -21.5% | -9.0% |
| 3M | -3.0% | +47.8% | -50.8% | -17.4% |
| 6M | +48.7% | +61.6% | -13.0% | +21.0% |
| YTD | -12.1% | +43.3% | -55.4% | -25.5% |
| 1Y | +14.5% | +97.0% | -82.5% | -14.3% |
| 3Y | -6.1% | +424.9% | -431.1% | -53.3% |
| 5Y | -27.3% | +165.2% | -192.5% | -58.7% |
| All | +1,049.8% | +2,407.1% | -1,357.3% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling