+61.2%
MDB vs NXT
+181.9%
-120.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.6% |
| 7D | -18.0% | +2.9% | -20.9% | -18.4% |
| 30D | -10.7% | -17.2% | +6.5% | -8.1% |
| 3M | +1.0% | -32.0% | +33.0% | +6.4% |
| 6M | +31.6% | -15.8% | +47.4% | +31.1% |
| YTD | -15.2% | -1.9% | -13.3% | -18.5% |
| 1Y | +10.1% | +22.5% | -12.4% | +0.1% |
| 3Y | -5.6% | +100.5% | -106.2% | -26.0% |
| All | +61.2% | +181.9% | -120.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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