+1,029.4%
MDB vs NTRS
+157.6%
+871.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.6% |
| 7D | -1.8% | +1.4% | -3.1% | -2.4% |
| 30D | -17.3% | -0.7% | -16.6% | -17.1% |
| 3M | +2.2% | +11.3% | -9.1% | -3.1% |
| 6M | +33.9% | +35.5% | -1.7% | +15.4% |
| YTD | -13.7% | +40.6% | -54.3% | -26.6% |
| 1Y | +9.1% | +49.2% | -40.1% | -10.0% |
| 3Y | -8.1% | +167.2% | -175.4% | -42.4% |
| 5Y | -25.9% | +94.9% | -120.8% | -47.4% |
| All | +1,029.4% | +157.6% | +871.8% | +560.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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