+1.9%
MDB vs NVD
-99.2%
+101.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.4% |
| 7D | -17.4% | -11.1% | -6.3% | -19.6% |
| 30D | -2.0% | -13.3% | +11.2% | -4.2% |
| 3M | -3.0% | -19.8% | +16.8% | -5.5% |
| 6M | +48.7% | -48.8% | +97.5% | +34.7% |
| YTD | -12.1% | -49.7% | +37.5% | -19.8% |
| 1Y | +14.5% | -61.4% | +75.9% | +1.0% |
| 3Y | -6.1% | -99.1% | +93.0% | -61.4% |
| All | +1.9% | -99.2% | +101.1% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling