+67.0%
MAR vs NVD
-99.1%
+166.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +1.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.4% |
| 30D | -4.7% | -9.3% | +4.6% | -5.1% |
| 3M | -15.6% | -22.1% | +6.5% | -16.5% |
| 6M | +1.2% | -45.8% | +47.0% | -2.1% |
| YTD | +7.5% | -46.7% | +54.2% | +4.2% |
| 1Y | +26.6% | -59.5% | +86.1% | +20.6% |
| All | +67.0% | -99.1% | +166.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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