+45.2%
NU vs MDB
-32.6%
+77.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.4% |
| 7D | -2.6% | -4.5% | +1.9% | -1.2% |
| 30D | +8.2% | -14.0% | +22.2% | +12.0% |
| 3M | +26.3% | +5.3% | +20.9% | +20.9% |
| 6M | +2.2% | +31.9% | -29.6% | -12.0% |
| YTD | -10.4% | -14.6% | +4.2% | -12.1% |
| 1Y | -3.0% | +8.2% | -11.2% | -14.3% |
| 3Y | +120.3% | -5.0% | +125.3% | +79.9% |
| All | +45.2% | -32.6% | +77.8% | +14.7% |
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