+1.2%
MDB vs NVDX
+772.1%
-770.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -1.8% | -10.2% | +8.4% | +0.4% |
| 30D | -17.3% | -7.3% | -9.9% | -16.4% |
| 3M | +2.2% | +5.5% | -3.3% | -0.6% |
| 6M | +33.9% | +18.3% | +15.6% | +26.3% |
| YTD | -13.7% | +11.4% | -25.1% | -18.3% |
| 1Y | +9.1% | +12.7% | -3.6% | +1.8% |
| All | +1.2% | +772.1% | -770.9% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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