+107.7%
NU vs MDB
-6.8%
+114.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | +6.0% | -18.0% | +24.0% | +9.3% |
| 30D | +10.8% | -10.7% | +21.5% | +12.1% |
| 3M | +32.2% | +1.0% | +31.2% | +29.9% |
| 6M | +5.1% | +31.6% | -26.5% | -3.5% |
| YTD | -8.4% | -15.2% | +6.8% | -8.7% |
| 1Y | +0.7% | +10.1% | -9.4% | -6.3% |
| All | +107.7% | -6.8% | +114.5% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling