+9.3%
MCD vs NVDL
+281.2%
-271.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.5% | -0.7% |
| 7D | -1.6% | -17.5% | +15.9% | -2.1% |
| 30D | +16.0% | -49.2% | +65.3% | +14.1% |
| 3M | 0.0% | -49.0% | +48.9% | -1.5% |
| 6M | +0.9% | -50.9% | +51.9% | -0.4% |
| YTD | -8.7% | -36.7% | +28.0% | -9.4% |
| 1Y | -8.6% | -43.0% | +34.4% | -9.4% |
| All | +9.3% | +281.2% | -271.9% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling