-5.6%
MDB vs NVTS
+45.8%
-51.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.6% |
| 7D | -18.0% | +9.7% | -27.7% | -18.6% |
| 30D | -10.7% | -13.6% | +2.9% | -10.0% |
| 3M | +1.0% | -51.0% | +52.0% | +5.1% |
| 6M | +31.6% | +46.3% | -14.7% | +23.2% |
| YTD | -15.2% | +68.1% | -83.2% | -21.8% |
| 1Y | +10.1% | +113.9% | -103.8% | -1.7% |
| 3Y | -5.6% | +45.3% | -50.9% | +2.5% |
| All | -5.6% | +45.8% | -51.5% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling