+975.3%
MDB vs NVT
+694.8%
+280.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.2% |
| 7D | -2.8% | +2.0% | -4.8% | -3.8% |
| 30D | -14.9% | -7.2% | -7.7% | -12.9% |
| 3M | +7.3% | -0.9% | +8.2% | +4.9% |
| 6M | +38.2% | +42.6% | -4.4% | +12.6% |
| YTD | -10.9% | +52.9% | -63.8% | -29.6% |
| 1Y | +11.6% | +64.5% | -52.8% | -15.3% |
| 3Y | -0.9% | +178.0% | -178.9% | -43.3% |
| 5Y | -23.5% | +402.8% | -426.3% | -65.6% |
| All | +975.3% | +694.8% | +280.4% | +301.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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