+1,017.5%
MDB vs NTRS
+151.5%
+866.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.5% | +0.9% | -5.4% | -4.9% |
| 30D | -14.0% | -1.2% | -12.8% | -13.6% |
| 3M | +5.3% | +8.8% | -3.5% | +0.9% |
| 6M | +31.9% | +34.7% | -2.8% | +14.0% |
| YTD | -14.6% | +37.2% | -51.9% | -26.6% |
| 1Y | +8.2% | +46.3% | -38.1% | -9.9% |
| 3Y | -5.0% | +163.2% | -168.2% | -40.0% |
| 5Y | -24.5% | +86.9% | -111.5% | -45.5% |
| All | +1,017.5% | +151.5% | +866.0% | +560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling