0.0%
MDB vs NVD
-99.1%
+99.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -1.8% | +10.8% | -12.6% | +0.4% |
| 30D | -17.3% | +0.8% | -18.0% | -16.6% |
| 3M | +2.2% | -20.8% | +23.0% | -1.1% |
| 6M | +33.9% | -41.2% | +75.0% | +24.9% |
| YTD | -13.7% | -44.2% | +30.5% | -19.5% |
| 1Y | +9.1% | -54.2% | +63.2% | -0.4% |
| 3Y | -8.1% | -99.1% | +91.0% | -62.3% |
| All | 0.0% | -99.1% | +99.2% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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