-33.8%
MDB vs NVTS
-36.0%
+2.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.7% | -0.7% |
| 7D | +6.8% | +3.9% | +2.9% | +6.1% |
| 30D | -6.2% | -4.3% | -1.9% | -5.8% |
| 3M | -29.2% | -34.5% | +5.2% | -25.6% |
| 6M | +10.3% | -57.7% | +68.0% | +19.3% |
| YTD | -20.4% | +25.4% | -45.7% | -30.2% |
| 1Y | -4.8% | +13.1% | -18.0% | -15.5% |
| 3Y | -11.6% | +48.9% | -60.5% | -38.7% |
| 5Y | -41.0% | -51.8% | +10.7% | -52.7% |
| All | -33.8% | -36.0% | +2.2% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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