-9.3%
MCD vs NVDL
-43.7%
+34.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.9% |
| 7D | -1.6% | -24.8% | +23.2% | -3.6% |
| 30D | +14.1% | -48.0% | +62.2% | +9.1% |
| 3M | +0.6% | -51.5% | +52.1% | -3.9% |
| 6M | 0.0% | -54.9% | +54.9% | -4.2% |
| YTD | -9.3% | -39.2% | +30.0% | -12.7% |
| 1Y | -9.3% | -41.1% | +31.8% | -12.9% |
| All | -9.3% | -43.7% | +34.4% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling