+19.9%
MDT vs NVDL
-23.5%
+43.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.1% | +12.2% | +5.8% |
| 7D | +10.7% | -14.0% | +24.8% | +9.8% |
| 30D | +19.3% | -31.2% | +50.5% | +17.2% |
| 3M | +22.8% | -15.5% | +38.3% | +21.9% |
| 6M | +36.4% | -10.3% | +46.6% | +35.9% |
| YTD | +12.1% | -5.8% | +17.8% | +11.0% |
| 1Y | +19.9% | -20.1% | +40.0% | +17.5% |
| All | +19.9% | -23.5% | +43.4% | +17.5% |
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