+65.9%
MAR vs NVD
-99.1%
+165.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -0.4% |
| 7D | -2.1% | +9.0% | -11.1% | -1.5% |
| 30D | -5.7% | -5.5% | -0.2% | -5.8% |
| 3M | -14.6% | -24.6% | +10.0% | -15.8% |
| 6M | +1.3% | -42.1% | +43.4% | -1.5% |
| YTD | +6.7% | -44.3% | +51.0% | +3.8% |
| 1Y | +26.4% | -54.2% | +80.6% | +21.6% |
| 3Y | +64.7% | -99.1% | +163.9% | +21.8% |
| All | +65.9% | -99.1% | +165.1% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling