-33.0%
MDB vs NVTS
-28.0%
-5.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.4% | -5.5% | +0.8% |
| 7D | +3.0% | +7.9% | -5.0% | +1.7% |
| 30D | -11.3% | +0.8% | -12.1% | -11.7% |
| 3M | -23.0% | -26.0% | +2.9% | -20.4% |
| 6M | +14.8% | -55.5% | +70.3% | +22.9% |
| YTD | -19.4% | +41.0% | -60.5% | -30.5% |
| 1Y | -9.0% | +10.4% | -19.4% | -18.8% |
| 3Y | -10.3% | +60.9% | -71.1% | -37.8% |
| 5Y | -38.4% | -42.8% | +4.4% | -51.3% |
| All | -33.0% | -28.0% | -5.0% | -46.5% |
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