-24.5%
MDB vs NVT
+420.2%
-444.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +1.9% |
| 7D | -4.5% | +7.0% | -11.5% | -7.9% |
| 30D | -14.0% | -2.3% | -11.7% | -13.7% |
| 3M | +5.3% | -3.1% | +8.4% | +3.4% |
| 6M | +31.9% | +47.0% | -15.1% | -1.6% |
| YTD | -14.6% | +56.2% | -70.8% | -38.6% |
| 1Y | +8.2% | +74.5% | -66.3% | -28.5% |
| 3Y | -5.0% | +184.0% | -189.0% | -60.3% |
| 5Y | -24.5% | +410.8% | -435.3% | -81.4% |
| All | -24.5% | +420.2% | -444.7% | -81.4% |
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