+41.7%
MDB vs NXT
+246.1%
-204.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +1.9% |
| 7D | -11.4% | +32.2% | -43.6% | -15.5% |
| 30D | -13.8% | +21.9% | -35.8% | -16.8% |
| 3M | -15.5% | +6.6% | -22.0% | -16.7% |
| 6M | +17.9% | -16.8% | +34.7% | +18.8% |
| YTD | -25.5% | +20.4% | -45.9% | -31.0% |
| 1Y | -12.1% | -1.5% | -10.5% | -15.6% |
| 3Y | -5.9% | +182.4% | -188.3% | -31.2% |
| All | +41.7% | +246.1% | -204.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling