-11.6%
MDB vs NXT
+175.5%
-187.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.9% |
| 7D | +6.8% | -9.4% | +16.2% | +8.3% |
| 30D | -6.2% | +15.1% | -21.3% | -8.4% |
| 3M | -29.2% | -9.1% | -20.1% | -28.7% |
| 6M | +10.3% | -30.3% | +40.6% | +13.9% |
| YTD | -20.4% | +9.1% | -29.5% | -25.0% |
| 1Y | -4.8% | +7.9% | -12.7% | -10.3% |
| 3Y | -11.6% | +176.5% | -188.1% | -42.1% |
| All | -11.6% | +175.5% | -187.1% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling