+89.6%
MA vs NVDL
+1,259.0%
-1,169.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.5% |
| 7D | +1.3% | -24.8% | +26.1% | +2.2% |
| 30D | +9.6% | -48.0% | +57.7% | +11.9% |
| 3M | +16.8% | -51.5% | +68.3% | +19.4% |
| 6M | +35.2% | -54.9% | +90.1% | +38.1% |
| YTD | +16.6% | -39.2% | +55.8% | +17.0% |
| 1Y | +19.8% | -41.1% | +60.9% | +20.2% |
| 3Y | +70.7% | +262.9% | -192.2% | +40.6% |
| All | +89.6% | +1,259.0% | -1,169.3% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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