+67.0%
MDB vs NXT
+178.8%
-111.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.3% |
| 7D | -17.4% | -1.1% | -16.3% | -17.3% |
| 30D | -2.0% | -15.3% | +13.3% | +0.5% |
| 3M | -3.0% | -43.8% | +40.8% | +5.2% |
| 6M | +48.7% | -18.7% | +67.3% | +49.0% |
| YTD | -12.1% | -3.0% | -9.1% | -15.5% |
| 1Y | +14.5% | +22.7% | -8.2% | +4.0% |
| 3Y | -6.1% | +95.9% | -102.1% | -26.0% |
| All | +67.0% | +178.8% | -111.8% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling