-10.5%
MDB vs NVD
-98.6%
+88.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.6% | +0.6% |
| 7D | +3.0% | +27.3% | -24.4% | +9.1% |
| 30D | -11.3% | +59.9% | -71.3% | -0.6% |
| 3M | -23.0% | +39.4% | -62.4% | -15.5% |
| 6M | +14.8% | +27.6% | -12.9% | +26.4% |
| YTD | -19.4% | -17.9% | -1.5% | -17.0% |
| 1Y | -9.0% | -14.5% | +5.5% | -4.8% |
| All | -10.5% | -98.6% | +88.0% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling