+24.2%
MDT vs NVD
-99.1%
+123.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.3% |
| 7D | -1.6% | +9.0% | -10.6% | -1.7% |
| 30D | +1.0% | -5.5% | +6.5% | +1.1% |
| 3M | +15.2% | -24.6% | +39.8% | +15.4% |
| 6M | +3.7% | -42.1% | +45.8% | +3.8% |
| YTD | -3.0% | -44.3% | +41.4% | -2.8% |
| 1Y | +2.5% | -54.2% | +56.6% | +2.6% |
| All | +24.2% | -99.1% | +123.3% | +21.7% |
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 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