+112.5%
NET vs MDB
-28.4%
+140.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.6% |
| 7D | -7.0% | -17.4% | +10.5% | +4.4% |
| 30D | -4.8% | -2.0% | -2.8% | -4.2% |
| 3M | +3.8% | -3.0% | +6.8% | +3.7% |
| 6M | +50.0% | +48.7% | +1.4% | +11.8% |
| YTD | +41.5% | -12.1% | +53.6% | +42.5% |
| 1Y | +32.8% | +14.5% | +18.3% | +10.4% |
| 3Y | +335.9% | -6.1% | +342.0% | +242.5% |
| All | +112.5% | -28.4% | +140.8% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling