-40.5%
MDB vs NVT
+226.5%
-267.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +6.8% | +8.0% | -1.1% | +2.8% |
| 30D | -6.2% | -24.8% | +18.6% | +6.6% |
| 3M | -29.2% | -32.4% | +3.2% | -16.5% |
| 6M | +10.3% | -33.5% | +43.8% | +27.7% |
| YTD | -20.4% | +13.2% | -33.6% | -34.7% |
| 1Y | -4.8% | +9.0% | -13.8% | -20.6% |
| 3Y | -11.6% | +129.4% | -141.0% | -62.5% |
| All | -40.5% | +226.5% | -267.1% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling