-25.9%
MDB vs NVTS
-20.2%
-5.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.9% |
| 7D | -2.8% | +0.5% | -3.2% | -2.9% |
| 30D | -14.9% | -18.0% | +3.1% | -12.9% |
| 3M | +7.3% | -45.6% | +53.0% | +14.9% |
| 6M | +38.2% | +28.5% | +9.7% | +23.4% |
| YTD | -10.9% | +56.2% | -67.1% | -23.9% |
| 1Y | +11.6% | +97.7% | -86.0% | -11.5% |
| 3Y | -0.9% | +35.0% | -35.9% | -24.3% |
| All | -25.9% | -20.2% | -5.6% | -41.4% |
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