-11.6%
MDB vs NVT
+131.3%
-142.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +6.8% | +8.0% | -1.1% | +3.9% |
| 30D | -6.2% | -24.8% | +18.6% | +3.0% |
| 3M | -29.2% | -32.4% | +3.2% | -20.1% |
| 6M | +10.3% | -33.5% | +43.8% | +23.1% |
| YTD | -20.4% | +13.2% | -33.6% | -31.7% |
| 1Y | -4.8% | +9.0% | -13.8% | -17.2% |
| 3Y | -11.6% | +129.4% | -141.0% | -55.8% |
| All | -11.6% | +131.3% | -142.9% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling