+1,381.0%
NET vs MDB
+157.1%
+1,223.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.3% |
| 7D | -16.4% | -16.5% | +0.2% | -6.7% |
| 30D | -25.8% | -8.6% | -17.3% | -21.9% |
| 3M | -11.5% | -13.6% | +2.1% | -6.3% |
| 6M | +18.9% | +24.1% | -5.1% | -1.9% |
| YTD | +35.2% | -21.8% | +57.0% | +42.8% |
| 1Y | +14.5% | -7.7% | +22.2% | +7.2% |
| 3Y | +313.8% | -4.3% | +318.1% | +216.0% |
| 5Y | +32.6% | -38.6% | +71.2% | +24.8% |
| All | +1,381.0% | +157.1% | +1,223.9% | +516.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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